+565.2%
COPX vs DVA
+187.8%
+377.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | +0.3% | 0.0% | +0.2% | +0.2% |
| 3M | +6.8% | -10.9% | +17.7% | +8.7% |
| 6M | +7.9% | +17.3% | -9.3% | +1.5% |
| YTD | +23.7% | +59.8% | -36.1% | +6.1% |
| 1Y | +71.5% | +36.3% | +35.3% | +53.2% |
| 3Y | +149.1% | +88.6% | +60.5% | +96.2% |
| 5Y | +167.3% | +47.5% | +119.8% | +119.4% |
| All | +565.2% | +187.8% | +377.4% | +335.0% |
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