-8.8%
AA vs DOV
+28.5%
-37.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | +1.2% | -0.7% | +2.0% | +2.0% |
| 30D | -5.0% | +12.3% | -17.3% | -14.7% |
| 3M | -22.2% | +1.2% | -23.4% | -23.2% |
| 6M | -36.3% | -3.1% | -33.3% | -35.0% |
| YTD | -24.2% | +9.4% | -33.6% | -33.2% |
| 1Y | +3.9% | +17.6% | -13.7% | -15.1% |
| 3Y | +67.6% | +66.5% | +1.0% | -4.4% |
| 5Y | -8.8% | +29.0% | -37.9% | -43.0% |
| All | -8.8% | +28.5% | -37.4% | -43.0% |
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