+2,935.0%
COP vs DVA
+4,909.2%
-1,974.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +2.3% |
| 7D | +3.4% | -10.7% | +14.0% | +4.9% |
| 30D | -0.6% | -4.4% | +3.8% | -0.2% |
| 3M | +10.8% | -4.1% | +14.9% | +11.0% |
| 6M | +19.6% | -13.2% | +32.8% | +21.0% |
| YTD | +52.9% | +53.2% | -0.3% | +42.1% |
| 1Y | +62.2% | +40.8% | +21.4% | +52.5% |
| 3Y | +32.4% | +109.7% | -77.4% | +16.5% |
| 5Y | +129.7% | +64.5% | +65.2% | +104.4% |
| 10Y | +331.8% | +192.4% | +139.3% | +253.0% |
| All | +2,935.0% | +4,909.2% | -1,974.2% | +2,145.7% |
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