+4,171.7%
DVA vs COO
+8,401.9%
-4,230.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -4.0% | -4.9% |
| 7D | -10.7% | -2.1% | -8.6% | -10.3% |
| 30D | -4.4% | +13.9% | -18.3% | -6.9% |
| 3M | -4.1% | -18.9% | +14.9% | -0.2% |
| 6M | -13.2% | +3.7% | -16.9% | -14.4% |
| YTD | +53.2% | -24.1% | +77.3% | +60.8% |
| 1Y | +40.8% | -14.2% | +55.0% | +44.0% |
| 3Y | +109.7% | -24.5% | +134.2% | +116.7% |
| 5Y | +64.5% | -40.4% | +104.9% | +76.9% |
| 10Y | +192.4% | +40.5% | +151.9% | +163.3% |
| All | +4,171.7% | +8,401.9% | -4,230.3% | +1,446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling