-16.6%
BX vs DOV
+11.5%
-28.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | -4.4% | -2.7% | -1.7% | -3.6% |
| 30D | +0.1% | -8.1% | +8.2% | +2.5% |
| 3M | +16.0% | -9.4% | +25.4% | +18.8% |
| 6M | +21.6% | -12.6% | +34.2% | +25.2% |
| YTD | -8.9% | -0.5% | -8.4% | -8.2% |
| 1Y | -16.6% | +9.2% | -25.9% | -11.2% |
| All | -16.6% | +11.5% | -28.1% | -11.2% |
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 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