+242.0%
COF vs DOV
+300.2%
-58.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.2% |
| 7D | -5.1% | -2.0% | -3.2% | -3.5% |
| 30D | -6.0% | -8.9% | +2.9% | +1.7% |
| 3M | +14.8% | -13.3% | +28.1% | +28.5% |
| 6M | +15.3% | -9.7% | +25.0% | +23.6% |
| YTD | -13.0% | -2.5% | -10.6% | -13.3% |
| 1Y | -5.7% | +7.2% | -12.9% | -14.5% |
| 3Y | +118.1% | +39.4% | +78.7% | +54.9% |
| 5Y | +46.2% | +15.8% | +30.4% | +21.3% |
| All | +242.0% | +300.2% | -58.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 10y: compounded portfolio wealth divided by compounded DOV 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…
10y analysis · Full analysis span regression · 6 months rolling