+19.7%
BROS vs DOV
+20.6%
-0.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | -5.8% | -2.0% | -3.8% | -4.3% |
| 30D | -14.0% | -8.9% | -5.1% | -7.7% |
| 3M | -32.5% | -13.3% | -19.2% | -25.7% |
| 6M | -14.9% | -9.7% | -5.2% | -9.5% |
| YTD | -28.3% | -2.5% | -25.8% | -28.7% |
| 1Y | -34.0% | +7.2% | -41.2% | -39.5% |
| 3Y | +63.0% | +39.4% | +23.5% | +20.9% |
| All | +19.7% | +20.6% | -0.9% | -13.2% |
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