+337.5%
COP vs DOV
+296.6%
+40.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.7% |
| 7D | +1.0% | -1.9% | +2.9% | +2.1% |
| 30D | +9.6% | -9.9% | +19.4% | +16.6% |
| 3M | +15.0% | -12.1% | +27.2% | +22.9% |
| 6M | +21.8% | -10.4% | +32.2% | +26.5% |
| YTD | +49.6% | -3.3% | +52.9% | +46.9% |
| 1Y | +49.9% | +7.8% | +42.1% | +35.9% |
| 3Y | +22.6% | +36.3% | -13.7% | -8.8% |
| 5Y | +193.6% | +14.8% | +178.8% | +139.2% |
| All | +337.5% | +296.6% | +40.9% | +46.1% |
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