+187.3%
DVA vs COO
+40.1%
+147.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -4.0% | -4.8% |
| 7D | -10.7% | -2.1% | -8.6% | -10.1% |
| 30D | -4.4% | +13.9% | -18.3% | -8.1% |
| 3M | -4.1% | -18.9% | +14.9% | +1.7% |
| 6M | -13.2% | +3.7% | -16.9% | -15.2% |
| YTD | +53.2% | -24.1% | +77.3% | +64.8% |
| 1Y | +40.8% | -14.2% | +55.0% | +45.3% |
| 3Y | +109.7% | -24.5% | +134.2% | +118.1% |
| 5Y | +64.5% | -40.4% | +104.9% | +83.6% |
| All | +187.3% | +40.1% | +147.2% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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