+43.1%
COF vs DOV
+14.8%
+28.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -5.1% | -2.0% | -3.2% | -3.7% |
| 30D | -6.0% | -8.9% | +2.9% | +0.9% |
| 3M | +14.8% | -13.3% | +28.1% | +27.2% |
| 6M | +15.3% | -9.7% | +25.0% | +22.8% |
| YTD | -13.0% | -2.5% | -10.6% | -13.4% |
| 1Y | -5.7% | +7.2% | -12.9% | -14.1% |
| 3Y | +118.1% | +39.4% | +78.7% | +59.1% |
| All | +43.1% | +14.8% | +28.3% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling