+86.5%
COR vs DOV
+38.7%
+47.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.5% |
| 7D | -3.9% | +1.3% | -5.2% | -3.8% |
| 30D | -0.3% | -8.6% | +8.3% | -0.6% |
| 3M | +15.9% | -13.1% | +29.0% | +15.4% |
| 6M | -10.3% | -8.8% | -1.4% | -10.6% |
| YTD | -3.7% | -1.2% | -2.5% | -3.9% |
| 1Y | +9.1% | +10.7% | -1.6% | +9.1% |
| All | +86.5% | +38.7% | +47.8% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling