+11,904.6%
ADP vs DOV
+6,322.5%
+5,582.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.5% |
| 7D | +3.2% | -1.9% | +5.1% | +3.9% |
| 30D | +14.9% | +8.3% | +6.6% | +11.1% |
| 3M | +11.6% | -3.1% | +14.7% | +12.5% |
| 6M | +48.5% | -9.8% | +58.3% | +52.6% |
| YTD | +20.6% | +5.2% | +15.4% | +15.5% |
| 1Y | +23.7% | +15.3% | +8.4% | +14.1% |
| 3Y | +47.8% | +58.8% | -11.0% | +17.2% |
| 5Y | +47.7% | +26.6% | +21.2% | +27.3% |
| 10Y | +324.0% | +351.6% | -27.7% | +120.8% |
| All | +11,904.6% | +6,322.5% | +5,582.1% | +2,174.6% |
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 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