+205.3%
COPX vs DVA
+460.6%
-255.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +6.0% | +2.0% | +4.0% | +5.3% |
| 30D | +6.4% | -0.4% | +6.8% | +6.4% |
| 3M | +19.3% | -7.7% | +26.9% | +20.7% |
| 6M | +16.2% | +20.0% | -3.7% | +6.6% |
| YTD | +33.2% | +61.1% | -27.9% | +8.9% |
| 1Y | +90.2% | +33.9% | +56.4% | +65.4% |
| 3Y | +175.7% | +91.5% | +84.1% | +100.6% |
| 5Y | +193.1% | +41.8% | +151.3% | +129.4% |
| 10Y | +619.4% | +187.5% | +431.9% | +272.1% |
| All | +205.3% | +460.6% | -255.3% | -6.2% |
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