+123.1%
COP vs DOV
+29.1%
+94.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | +1.1% | +12.3% | -11.2% | -3.3% |
| 3M | +10.9% | +1.2% | +9.8% | +10.1% |
| 6M | +20.8% | -3.1% | +23.8% | +20.9% |
| YTD | +48.0% | +9.4% | +38.6% | +38.7% |
| 1Y | +58.5% | +17.6% | +40.9% | +43.4% |
| 3Y | +28.1% | +66.5% | -38.4% | -2.9% |
| All | +123.1% | +29.1% | +94.0% | +76.9% |
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