+19.8%
CBOE vs DOV
+8.6%
+11.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.1% |
| 7D | -5.8% | -2.0% | -3.8% | -6.1% |
| 30D | -3.1% | -8.9% | +5.8% | -4.5% |
| 3M | -4.8% | -13.3% | +8.5% | -6.4% |
| 6M | -0.6% | -9.7% | +9.1% | -1.8% |
| YTD | +12.8% | -2.5% | +15.2% | +12.2% |
| 1Y | +19.8% | +7.2% | +12.5% | +22.5% |
| All | +19.8% | +8.6% | +11.1% | +22.5% |
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