+1,376.8%
BAC vs DOV
+5,976.9%
-4,600.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | +1.1% | -2.7% | +3.8% | +2.9% |
| 30D | -0.4% | -8.1% | +7.7% | +5.3% |
| 3M | +16.9% | -9.4% | +26.3% | +23.8% |
| 6M | +26.6% | -12.6% | +39.2% | +36.6% |
| YTD | +15.8% | -0.5% | +16.3% | +13.9% |
| 1Y | +27.2% | +9.2% | +17.9% | +16.5% |
| 3Y | +132.4% | +34.1% | +98.3% | +82.5% |
| 5Y | +72.6% | +17.3% | +55.3% | +46.3% |
| 10Y | +389.7% | +284.9% | +104.8% | +83.4% |
| All | +1,376.8% | +5,976.9% | -4,600.1% | +17.1% |
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 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