+7,199.5%
BHP vs COO
+5,406.0%
+1,793.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +2.4% | -2.3% | +4.7% | +2.6% |
| 30D | -5.4% | +13.3% | -18.7% | -6.4% |
| 3M | -6.9% | -18.1% | +11.2% | -5.4% |
| 6M | -4.3% | +6.7% | -11.0% | -5.2% |
| YTD | +41.6% | -23.2% | +64.8% | +44.4% |
| 1Y | +53.3% | -12.3% | +65.6% | +54.4% |
| 3Y | +58.4% | -23.6% | +81.9% | +60.7% |
| 5Y | +121.3% | -38.7% | +160.0% | +128.0% |
| 10Y | +349.0% | +42.2% | +306.8% | +336.1% |
| All | +7,199.5% | +5,406.0% | +1,793.5% | +6,120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling