+2,809.3%
COP vs DVA
+5,194.7%
-2,385.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +3.0% | +1.8% | +1.2% | +2.7% |
| 30D | +17.5% | -2.5% | +20.0% | +17.8% |
| 3M | +13.4% | -4.3% | +17.6% | +13.6% |
| 6M | +17.7% | +18.9% | -1.1% | +14.1% |
| YTD | +46.6% | +61.9% | -15.4% | +35.7% |
| 1Y | +44.6% | +35.7% | +8.9% | +36.9% |
| 3Y | +20.7% | +78.6% | -58.0% | +8.5% |
| 5Y | +185.0% | +39.2% | +145.8% | +160.2% |
| 10Y | +347.0% | +184.0% | +163.0% | +267.1% |
| All | +2,809.3% | +5,194.7% | -2,385.4% | +2,044.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling