+45.8%
ADP vs DOV
+19.9%
+25.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.4% | -3.8% |
| 7D | -5.5% | +2.5% | -8.0% | -6.3% |
| 30D | -1.2% | -7.5% | +6.3% | +1.3% |
| 3M | +17.9% | -9.7% | +27.5% | +21.0% |
| 6M | +20.3% | -6.1% | +26.4% | +20.8% |
| YTD | +5.8% | +0.5% | +5.3% | +2.6% |
| 1Y | -7.7% | +10.5% | -18.2% | -14.5% |
| 3Y | +14.7% | +41.7% | -27.0% | -9.5% |
| 5Y | +45.8% | +18.4% | +27.3% | +23.3% |
| All | +45.8% | +19.9% | +25.8% | +23.3% |
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