+337.5%
COP vs DVA
+187.5%
+150.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +9.6% | +1.7% | +7.9% | +9.1% |
| 3M | +15.0% | -8.7% | +23.7% | +16.5% |
| 6M | +21.8% | +19.7% | +2.1% | +15.8% |
| YTD | +49.6% | +59.6% | -10.0% | +32.7% |
| 1Y | +49.9% | +37.1% | +12.8% | +37.2% |
| 3Y | +22.6% | +89.8% | -67.2% | +0.9% |
| 5Y | +193.6% | +47.4% | +146.2% | +150.5% |
| All | +337.5% | +187.5% | +150.1% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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