-20.3%
BROS vs DOV
+21.2%
-41.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +2.5% | +2.2% | +0.2% | +1.4% |
| 30D | +15.1% | +11.2% | +3.9% | +9.3% |
| 3M | -31.4% | +1.6% | -33.0% | -31.9% |
| 6M | -22.6% | -3.2% | -19.4% | -22.0% |
| YTD | -28.1% | +9.7% | -37.9% | -34.5% |
| 1Y | -20.3% | +20.5% | -40.8% | -41.8% |
| All | -20.3% | +21.2% | -41.5% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling