+1,335.7%
BP vs COO
+5,988.7%
-4,653.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +3.9% | -2.2% | +6.2% | +4.1% |
| 30D | +7.6% | -7.0% | +14.6% | +8.1% |
| 3M | +0.7% | +12.2% | -11.5% | -0.2% |
| 6M | +15.5% | -15.1% | +30.6% | +16.5% |
| YTD | +30.8% | -15.1% | +45.9% | +31.9% |
| 1Y | +34.3% | +2.3% | +32.0% | +33.7% |
| 3Y | +35.1% | -23.7% | +58.7% | +36.3% |
| 5Y | +126.8% | -38.9% | +165.8% | +131.1% |
| 10Y | +123.4% | +49.9% | +73.4% | +116.4% |
| All | +1,335.7% | +5,988.7% | -4,653.0% | +1,079.3% |
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