+1,064.4%
BAC vs DOV
+6,322.5%
-5,258.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | -1.2% | -1.9% | +0.7% | -0.1% |
| 30D | -7.7% | +8.3% | -15.9% | -12.7% |
| 3M | -21.2% | -3.1% | -18.1% | -19.9% |
| 6M | -6.8% | -9.8% | +3.0% | -1.5% |
| YTD | -8.7% | +5.2% | -13.9% | -13.8% |
| 1Y | -5.3% | +15.3% | -20.6% | -16.1% |
| 3Y | +87.4% | +58.8% | +28.7% | +30.8% |
| 5Y | +18.9% | +26.6% | -7.6% | -4.5% |
| 10Y | +273.3% | +351.6% | -78.3% | +26.1% |
| All | +1,064.4% | +6,322.5% | -5,258.1% | -11.4% |
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