+193.3%
COP vs DOV
+16.3%
+177.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | -0.5% | +1.3% | -1.8% | -1.0% |
| 30D | +11.7% | -8.6% | +20.4% | +15.3% |
| 3M | +17.7% | -13.1% | +30.8% | +23.1% |
| 6M | +18.3% | -8.8% | +27.1% | +20.3% |
| YTD | +49.1% | -1.2% | +50.3% | +45.6% |
| 1Y | +53.3% | +10.7% | +42.6% | +41.6% |
| 3Y | +22.2% | +39.3% | -17.1% | +0.5% |
| 5Y | +193.3% | +16.4% | +176.9% | +152.7% |
| All | +193.3% | +16.3% | +177.0% | +152.7% |
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