-35.0%
AUR vs DOV
+33.0%
-68.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +1.8% |
| 7D | +11.1% | +1.3% | +9.8% | +9.5% |
| 30D | -6.9% | -8.6% | +1.8% | +3.6% |
| 3M | +5.5% | -13.1% | +18.7% | +24.0% |
| 6M | +41.0% | -8.8% | +49.8% | +53.5% |
| YTD | +69.3% | -1.2% | +70.5% | +65.8% |
| 1Y | +14.0% | +10.7% | +3.3% | -4.6% |
| 3Y | +90.1% | +39.3% | +50.8% | +26.1% |
| 5Y | -34.4% | +16.4% | -50.8% | -53.1% |
| All | -35.0% | +33.0% | -68.0% | -53.3% |
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 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