+68.5%
COST vs DOV
+37.0%
+31.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -1.2% | -2.0% | +0.8% | -0.9% |
| 30D | -4.7% | -8.9% | +4.2% | -3.5% |
| 3M | -7.1% | -13.3% | +6.1% | -5.5% |
| 6M | -8.5% | -9.7% | +1.1% | -7.7% |
| YTD | +5.4% | -2.5% | +7.8% | +4.7% |
| 1Y | -5.6% | +7.2% | -12.9% | -7.9% |
| 3Y | +68.5% | +39.4% | +29.1% | +54.4% |
| All | +68.5% | +37.0% | +31.5% | +54.4% |
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