-7.4%
ABT vs DOV
+29.1%
-36.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | +3.0% | -4.3% | -2.1% |
| 30D | +6.0% | +8.6% | -2.6% | +3.7% |
| 3M | -1.9% | +1.9% | -3.7% | -2.5% |
| 6M | +31.2% | -1.7% | +32.9% | +31.1% |
| YTD | -11.2% | +8.3% | -19.6% | -14.0% |
| 1Y | -14.0% | +16.6% | -30.5% | -18.4% |
| 3Y | +20.7% | +65.1% | -44.5% | -4.3% |
| All | -7.4% | +29.1% | -36.4% | -22.1% |
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