-66.9%
BAX vs DOV
+19.9%
-86.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.7% | -4.2% |
| 7D | -2.4% | +2.5% | -5.0% | -3.5% |
| 30D | -9.7% | -7.5% | -2.2% | -6.6% |
| 3M | +29.3% | -9.7% | +38.9% | +34.6% |
| 6M | +40.7% | -6.1% | +46.7% | +43.8% |
| YTD | +30.3% | +0.5% | +29.8% | +29.6% |
| 1Y | +3.4% | +10.5% | -7.1% | -1.4% |
| 3Y | -32.0% | +41.7% | -73.7% | -42.1% |
| 5Y | -66.9% | +18.4% | -85.3% | -71.5% |
| All | -66.9% | +19.9% | -86.8% | -71.5% |
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