+104.7%
COST vs DOV
+13.3%
+91.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | -2.5% | -1.9% | -0.6% | -1.9% |
| 30D | -4.4% | -9.9% | +5.4% | -1.5% |
| 3M | -8.1% | -12.1% | +4.0% | -4.9% |
| 6M | -9.2% | -10.4% | +1.2% | -7.1% |
| YTD | +5.1% | -3.3% | +8.4% | +4.5% |
| 1Y | -5.1% | +7.8% | -12.9% | -9.5% |
| 3Y | +70.4% | +36.3% | +34.0% | +41.4% |
| 5Y | +104.7% | +14.8% | +89.9% | +78.8% |
| All | +104.7% | +13.3% | +91.4% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling