+38.4%
DVA vs COO
-6.9%
+45.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.2% | +7.9% | +2.4% |
| 7D | +2.0% | -9.0% | +11.0% | +3.3% |
| 30D | -0.4% | -16.8% | +16.5% | +2.1% |
| 3M | -7.7% | -7.5% | -0.2% | -6.7% |
| 6M | +20.0% | -16.3% | +36.2% | +23.7% |
| YTD | +61.1% | -22.5% | +83.6% | +68.4% |
| All | +38.4% | -6.9% | +45.3% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling