-11.3%
ABT vs DOV
+14.8%
-26.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -5.9% | -2.0% | -3.9% | -5.4% |
| 30D | -8.1% | -8.9% | +0.8% | -5.8% |
| 3M | +14.5% | -13.3% | +27.8% | +18.6% |
| 6M | -6.3% | -9.7% | +3.4% | -4.3% |
| YTD | -17.1% | -2.5% | -14.7% | -17.3% |
| 1Y | -21.4% | +7.2% | -28.6% | -23.9% |
| 3Y | +5.9% | +39.4% | -33.5% | -11.0% |
| All | -11.3% | +14.8% | -26.1% | -23.9% |
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