-39.3%
BAX vs DOV
+300.2%
-339.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -7.9% | -2.0% | -5.9% | -7.1% |
| 30D | -11.7% | -8.9% | -2.8% | -8.3% |
| 3M | +16.2% | -13.3% | +29.5% | +22.6% |
| 6M | +32.0% | -9.7% | +41.6% | +36.9% |
| YTD | +24.7% | -2.5% | +27.2% | +25.6% |
| 1Y | -2.6% | +7.2% | -9.9% | -5.6% |
| 3Y | -35.0% | +39.4% | -74.4% | -43.5% |
| 5Y | -67.6% | +15.8% | -83.4% | -70.4% |
| All | -39.3% | +300.2% | -339.5% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling