+125.0%
BP vs COO
+43.7%
+81.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.2% | +3.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.4% |
| 30D | +9.1% | -8.8% | +17.9% | +11.5% |
| 3M | +3.9% | +1.3% | +2.6% | +3.1% |
| 6M | +13.6% | -11.6% | +25.2% | +16.4% |
| YTD | +34.0% | -17.4% | +51.4% | +39.5% |
| 1Y | +39.2% | -1.6% | +40.8% | +37.3% |
| 3Y | +36.4% | -22.6% | +59.1% | +39.8% |
| 5Y | +135.8% | -40.3% | +176.1% | +159.3% |
| 10Y | +125.0% | +45.2% | +79.8% | +103.4% |
| All | +125.0% | +43.7% | +81.3% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling