-14.9%
A vs DOV
+19.9%
-34.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -3.2% |
| 7D | -2.1% | +2.5% | -4.6% | -3.5% |
| 30D | +0.6% | -7.5% | +8.1% | +5.2% |
| 3M | +10.9% | -9.7% | +20.6% | +16.6% |
| 6M | +28.2% | -6.1% | +34.2% | +30.5% |
| YTD | +8.6% | +0.5% | +8.1% | +5.3% |
| 1Y | +15.5% | +10.5% | +5.0% | +4.7% |
| 3Y | +31.8% | +41.7% | -9.9% | -0.4% |
| 5Y | -14.9% | +18.4% | -33.3% | -32.0% |
| All | -14.9% | +19.9% | -34.8% | -32.0% |
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