-5.7%
COF vs DOV
+8.6%
-14.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -5.1% | -2.0% | -3.2% | -4.4% |
| 30D | -6.0% | -8.9% | +2.9% | -2.6% |
| 3M | +14.8% | -13.3% | +28.1% | +20.9% |
| 6M | +15.3% | -9.7% | +25.0% | +19.1% |
| YTD | -13.0% | -2.5% | -10.6% | -11.6% |
| 1Y | -5.7% | +7.2% | -12.9% | -4.0% |
| All | -5.7% | +8.6% | -14.4% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling