+1,359.3%
BP vs COO
+5,356.1%
-3,996.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -11.6% | +4.7% | -16.3% | -11.9% |
| 30D | 0.0% | +13.9% | -13.9% | -0.8% |
| 3M | +6.7% | -14.9% | +21.7% | +7.6% |
| 6M | +2.2% | +2.0% | +0.1% | +1.7% |
| YTD | +33.0% | -23.9% | +56.9% | +34.7% |
| 1Y | +30.7% | -9.6% | +40.3% | +30.9% |
| 3Y | +44.2% | -25.4% | +69.6% | +45.4% |
| 5Y | +105.1% | -41.2% | +146.3% | +109.1% |
| 10Y | +133.5% | +42.1% | +91.5% | +126.7% |
| All | +1,359.3% | +5,356.1% | -3,996.8% | +1,104.7% |
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