-4.1%
AWK vs DOV
+29.5%
-33.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -3.2% | +3.4% | -6.6% | -3.8% |
| 30D | +13.5% | +8.8% | +4.7% | +11.5% |
| 3M | +9.4% | +0.9% | +8.4% | +9.0% |
| 6M | +16.4% | -2.8% | +19.2% | +16.6% |
| YTD | +15.4% | +8.1% | +7.3% | +12.3% |
| 1Y | +16.8% | +15.2% | +1.6% | +11.9% |
| 3Y | +28.6% | +64.5% | -36.0% | +2.9% |
| 5Y | -4.1% | +28.9% | -32.9% | -19.1% |
| All | -4.1% | +29.5% | -33.6% | -19.1% |
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