-26.5%
AR vs DOV
+351.6%
-378.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +4.5% | +11.3% | -6.8% | -2.8% |
| 3M | +1.0% | +2.2% | -1.2% | -0.9% |
| 6M | +4.4% | -2.9% | +7.4% | +4.3% |
| YTD | +10.9% | +9.6% | +1.3% | -0.5% |
| 1Y | +8.6% | +16.7% | -8.1% | -7.1% |
| 3Y | +48.5% | +66.9% | -18.4% | -4.8% |
| 5Y | +95.7% | +32.0% | +63.8% | +46.9% |
| 10Y | +55.5% | +334.8% | -279.3% | -51.8% |
| All | -26.5% | +351.6% | -378.1% | -77.4% |
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