+91.2%
CBOE vs DOV
+35.8%
+55.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.8% |
| 7D | -3.7% | -1.9% | -1.8% | -4.0% |
| 30D | +2.0% | -9.9% | +11.8% | +0.4% |
| 3M | -4.2% | -12.1% | +7.9% | -5.9% |
| 6M | +1.2% | -10.4% | +11.6% | -0.1% |
| YTD | +15.4% | -3.3% | +18.7% | +15.2% |
| 1Y | +23.5% | +7.8% | +15.7% | +25.7% |
| All | +91.2% | +35.8% | +55.4% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling