+318.0%
COP vs DOV
+332.5%
-14.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | +1.1% | +12.3% | -11.2% | -6.4% |
| 3M | +10.9% | +1.2% | +9.8% | +9.3% |
| 6M | +20.8% | -3.1% | +23.8% | +20.4% |
| YTD | +48.0% | +9.4% | +38.6% | +33.8% |
| 1Y | +58.5% | +17.6% | +40.9% | +36.2% |
| 3Y | +28.1% | +66.5% | -38.4% | -17.2% |
| 5Y | +120.5% | +29.0% | +91.4% | +66.6% |
| All | +318.0% | +332.5% | -14.6% | +19.5% |
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