+130.2%
BP vs COO
+41.2%
+89.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -11.6% | +4.7% | -16.3% | -12.7% |
| 30D | 0.0% | +13.9% | -13.9% | -3.1% |
| 3M | +6.7% | -14.9% | +21.7% | +10.1% |
| 6M | +2.2% | +2.0% | +0.1% | +0.1% |
| YTD | +33.0% | -23.9% | +56.9% | +40.2% |
| 1Y | +30.7% | -9.6% | +40.3% | +31.1% |
| 3Y | +44.2% | -25.4% | +69.6% | +47.6% |
| 5Y | +105.1% | -41.2% | +146.3% | +122.4% |
| All | +130.2% | +41.2% | +89.0% | +114.5% |
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