+103.9%
BP vs COO
-41.6%
+145.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -11.6% | +4.7% | -16.3% | -12.0% |
| 30D | 0.0% | +13.9% | -13.9% | -1.1% |
| 3M | +6.7% | -14.9% | +21.7% | +8.3% |
| 6M | +2.2% | +2.0% | +0.1% | +1.3% |
| YTD | +33.0% | -23.9% | +56.9% | +36.7% |
| 1Y | +30.7% | -9.6% | +40.3% | +30.8% |
| 3Y | +44.2% | -25.4% | +69.6% | +45.8% |
| All | +103.9% | -41.6% | +145.5% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling