+88.4%
DVA vs COO
-23.3%
+111.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.6% |
| 7D | +2.2% | -2.3% | +4.5% | +2.7% |
| 30D | -2.0% | -8.8% | +6.8% | -0.2% |
| 3M | -6.3% | +1.3% | -7.6% | -6.6% |
| 6M | +19.4% | -11.6% | +31.0% | +22.3% |
| YTD | +58.5% | -17.4% | +75.9% | +64.5% |
| 1Y | +33.9% | -1.6% | +35.5% | +33.2% |
| 3Y | +88.4% | -22.6% | +111.1% | +84.2% |
| All | +88.4% | -23.3% | +111.8% | +84.2% |
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