+116.0%
DVA vs COO
-22.2%
+138.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -1.6% | +4.5% | -6.1% | -2.5% |
| 30D | 0.0% | +16.9% | -16.9% | -2.9% |
| 3M | -2.4% | -16.7% | +14.3% | +0.4% |
| 6M | -9.8% | +5.9% | -15.7% | -11.5% |
| YTD | +57.8% | -22.4% | +80.2% | +64.6% |
| 1Y | +49.2% | -10.1% | +59.3% | +50.5% |
| 3Y | +116.0% | -22.8% | +138.8% | +120.0% |
| All | +116.0% | -22.2% | +138.2% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling