+39.0%
CBOE vs DOV
+21.2%
+17.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.2% |
| 7D | +7.7% | +2.2% | +5.5% | +8.1% |
| 30D | +24.4% | +11.2% | +13.2% | +26.5% |
| 3M | +20.0% | +1.6% | +18.5% | +20.5% |
| 6M | +2.4% | -3.2% | +5.6% | +2.7% |
| YTD | +38.5% | +9.7% | +28.8% | +38.1% |
| 1Y | +39.0% | +20.5% | +18.4% | +39.0% |
| All | +39.0% | +21.2% | +17.8% | +39.0% |
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 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