+22.6%
BROS vs DOV
+22.1%
+0.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -0.7% |
| 7D | -6.6% | +1.3% | -7.9% | -7.6% |
| 30D | -12.3% | -8.6% | -3.7% | -6.2% |
| 3M | -22.2% | -13.1% | -9.1% | -14.5% |
| 6M | -14.3% | -8.8% | -5.5% | -9.5% |
| YTD | -26.6% | -1.2% | -25.3% | -27.7% |
| 1Y | -31.5% | +10.7% | -42.2% | -38.8% |
| 3Y | +62.3% | +39.3% | +23.0% | +20.5% |
| All | +22.6% | +22.1% | +0.4% | -12.0% |
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 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