+3.5%
COR vs DOV
+21.2%
-17.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +3.9% |
| 7D | +9.1% | +2.2% | +6.9% | +9.3% |
| 30D | +12.4% | +11.2% | +1.2% | +13.2% |
| 3M | +15.8% | +1.6% | +14.2% | +15.9% |
| 6M | +17.1% | -3.2% | +20.3% | +16.7% |
| YTD | +5.4% | +9.7% | -4.3% | +4.3% |
| 1Y | +3.5% | +20.5% | -17.0% | +4.9% |
| All | +3.5% | +21.2% | -17.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling