+10,816.5%
ADP vs DOV
+5,976.9%
+4,839.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | -3.4% | -2.7% | -0.8% | -2.4% |
| 30D | +2.8% | -8.1% | +10.9% | +6.2% |
| 3M | +20.9% | -9.4% | +30.3% | +24.7% |
| 6M | +29.9% | -12.6% | +42.5% | +34.8% |
| YTD | +9.6% | -0.5% | +10.1% | +7.7% |
| 1Y | -5.3% | +9.2% | -14.5% | -10.8% |
| 3Y | +16.5% | +34.1% | -17.6% | -0.8% |
| 5Y | +49.4% | +17.3% | +32.1% | +33.1% |
| 10Y | +282.2% | +284.9% | -2.7% | +111.5% |
| All | +10,816.5% | +5,976.9% | +4,839.6% | +2,020.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling