+18.5%
ADP vs DOV
+39.5%
-21.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -3.4% | -2.7% | -0.8% | -3.0% |
| 30D | +2.8% | -8.1% | +10.9% | +4.2% |
| 3M | +20.9% | -9.4% | +30.3% | +22.3% |
| 6M | +29.9% | -12.6% | +42.5% | +32.1% |
| YTD | +9.6% | -0.5% | +10.1% | +6.8% |
| 1Y | -5.3% | +9.2% | -14.5% | -10.5% |
| All | +18.5% | +39.5% | -21.0% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling