+5,625.4%
COF vs DOV
+3,560.7%
+2,064.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.2% |
| 7D | -2.7% | +1.3% | -4.0% | -3.6% |
| 30D | -3.4% | -8.6% | +5.3% | +3.4% |
| 3M | +15.4% | -13.1% | +28.6% | +27.4% |
| 6M | +14.4% | -8.8% | +23.2% | +21.1% |
| YTD | -12.0% | -1.2% | -10.8% | -12.6% |
| 1Y | -3.7% | +10.7% | -14.5% | -13.2% |
| 3Y | +121.1% | +39.3% | +81.8% | +67.5% |
| 5Y | +47.8% | +16.4% | +31.4% | +27.9% |
| 10Y | +250.3% | +302.5% | -52.2% | +24.8% |
| All | +5,625.4% | +3,560.7% | +2,064.8% | +582.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling