+68.5%
DVA vs COO
-41.3%
+109.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -1.6% | +4.5% | -6.1% | -2.7% |
| 30D | 0.0% | +16.9% | -16.9% | -3.9% |
| 3M | -2.4% | -16.7% | +14.3% | +1.7% |
| 6M | -9.8% | +5.9% | -15.7% | -12.0% |
| YTD | +57.8% | -22.4% | +80.2% | +67.0% |
| 1Y | +49.2% | -10.1% | +59.3% | +51.2% |
| 3Y | +116.0% | -22.8% | +138.8% | +120.5% |
| 5Y | +68.5% | -41.4% | +109.9% | +91.3% |
| All | +68.5% | -41.3% | +109.8% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling