+475.2%
COR vs DOV
+324.7%
+150.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +2.9% | +3.4% | -0.6% | +1.9% |
| 30D | +5.8% | +8.8% | -3.0% | +3.3% |
| 3M | +11.4% | +0.9% | +10.5% | +11.0% |
| 6M | +34.5% | -2.8% | +37.3% | +34.8% |
| YTD | +4.1% | +8.1% | -4.0% | +0.3% |
| 1Y | -3.1% | +15.2% | -18.4% | -8.6% |
| 3Y | +80.9% | +64.5% | +16.3% | +44.9% |
| 5Y | +195.1% | +28.9% | +166.3% | +154.9% |
| All | +475.2% | +324.7% | +150.5% | +259.6% |
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