+180.2%
DVA vs COO
+17.5%
+162.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.7% | +3.5% |
| 7D | -0.2% | -23.3% | +23.1% | +7.6% |
| 30D | +1.7% | -29.5% | +31.2% | +12.4% |
| 3M | -8.7% | -20.0% | +11.3% | -3.1% |
| 6M | +19.7% | -27.2% | +46.9% | +30.4% |
| YTD | +59.6% | -33.9% | +93.5% | +79.0% |
| 1Y | +37.1% | -19.9% | +57.0% | +43.9% |
| 3Y | +89.8% | -38.1% | +127.9% | +110.3% |
| 5Y | +47.4% | -52.0% | +99.3% | +76.0% |
| All | +180.2% | +17.5% | +162.7% | +162.1% |
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