-4.6%
BROS vs DOV
+35.5%
-40.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -20.4% | -0.1% | -20.3% | -19.7% |
| 30D | -6.1% | +11.3% | -17.4% | -12.6% |
| 3M | -29.4% | +2.2% | -31.6% | -30.0% |
| 6M | -31.5% | -2.9% | -28.6% | -30.4% |
| YTD | -42.8% | +9.6% | -52.4% | -47.5% |
| 1Y | -37.5% | +16.7% | -54.1% | -45.5% |
| 3Y | +27.2% | +66.9% | -39.7% | -16.9% |
| 5Y | -47.0% | +32.0% | -79.0% | -62.8% |
| All | -4.6% | +35.5% | -40.1% | -36.1% |
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