+18.7%
DOV vs COO
-38.8%
+57.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | -2.7% | -2.2% | -0.4% | -1.8% |
| 30D | -8.1% | -7.0% | -1.1% | -5.6% |
| 3M | -9.4% | +12.2% | -21.6% | -14.0% |
| 6M | -12.6% | -15.1% | +2.5% | -7.2% |
| YTD | -0.5% | -15.1% | +14.6% | +5.6% |
| 1Y | +9.2% | +2.3% | +6.9% | +7.1% |
| 3Y | +34.1% | -23.7% | +57.8% | +43.0% |
| All | +18.7% | -38.8% | +57.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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