+4,415.1%
DVA vs COO
+9,413.6%
-4,998.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +1.8% | -2.2% | +4.1% | +2.3% |
| 30D | -2.5% | -7.0% | +4.5% | -1.0% |
| 3M | -4.3% | +12.2% | -16.5% | -6.7% |
| 6M | +18.9% | -15.1% | +34.0% | +22.5% |
| YTD | +61.9% | -15.1% | +77.0% | +66.7% |
| 1Y | +35.7% | +2.3% | +33.4% | +34.1% |
| 3Y | +78.6% | -23.7% | +102.3% | +84.9% |
| 5Y | +39.2% | -38.9% | +78.1% | +49.2% |
| 10Y | +184.0% | +49.9% | +134.1% | +152.8% |
| All | +4,415.1% | +9,413.6% | -4,998.5% | +1,502.1% |
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