-2.1%
BROS vs DOV
+34.0%
-36.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.3% |
| 7D | +6.3% | +3.0% | +3.3% | +4.1% |
| 30D | -8.3% | +8.6% | -16.9% | -13.1% |
| 3M | -29.8% | +1.9% | -31.6% | -30.2% |
| 6M | -25.8% | -1.7% | -24.2% | -25.4% |
| YTD | -41.4% | +8.3% | -49.7% | -45.7% |
| 1Y | -35.2% | +16.6% | -51.7% | -43.4% |
| 3Y | +32.8% | +65.1% | -32.4% | -12.6% |
| 5Y | -42.2% | +29.2% | -71.3% | -59.4% |
| All | -2.1% | +34.0% | -36.1% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling