+11,671.2%
COST vs DOV
+6,035.5%
+5,635.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -3.2% | +2.5% | -5.7% | -4.0% |
| 30D | -4.0% | -7.5% | +3.5% | -1.4% |
| 3M | -6.5% | -9.7% | +3.2% | -3.6% |
| 6M | -8.5% | -6.1% | -2.4% | -7.4% |
| YTD | +6.0% | +0.5% | +5.5% | +4.6% |
| 1Y | -5.8% | +10.5% | -16.3% | -10.6% |
| 3Y | +71.8% | +41.7% | +30.1% | +46.2% |
| 5Y | +106.2% | +18.4% | +87.8% | +85.4% |
| 10Y | +602.0% | +289.8% | +312.3% | +288.6% |
| All | +11,671.2% | +6,035.5% | +5,635.7% | +1,646.3% |
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