+62.6%
ADM vs DOV
+19.9%
+42.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -0.1% | +2.5% | -2.6% | -0.8% |
| 30D | +11.0% | -7.5% | +18.5% | +13.6% |
| 3M | +6.0% | -9.7% | +15.7% | +8.9% |
| 6M | +26.9% | -6.1% | +33.0% | +28.2% |
| YTD | +50.0% | +0.5% | +49.5% | +47.8% |
| 1Y | +39.6% | +10.5% | +29.1% | +32.7% |
| 3Y | +18.5% | +41.7% | -23.2% | -0.1% |
| 5Y | +62.6% | +18.4% | +44.1% | +41.6% |
| All | +62.6% | +19.9% | +42.6% | +41.6% |
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