+18,393.8%
COR vs DOV
+3,211.7%
+15,182.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +7.7% | +12.3% | -4.6% | +4.5% |
| 3M | +7.5% | +1.2% | +6.3% | +7.1% |
| 6M | +34.1% | -3.1% | +37.2% | +34.5% |
| YTD | +3.9% | +9.4% | -5.5% | +0.4% |
| 1Y | -3.6% | +17.6% | -21.3% | -8.7% |
| 3Y | +80.5% | +66.5% | +14.0% | +52.3% |
| 5Y | +194.9% | +29.0% | +165.8% | +162.7% |
| 10Y | +486.6% | +329.8% | +156.8% | +274.0% |
| All | +18,393.8% | +3,211.7% | +15,182.1% | +7,059.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling