+1,065.3%
CCJ vs DOV
+296.6%
+768.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.8% |
| 7D | -3.2% | -1.9% | -1.2% | -2.1% |
| 30D | -1.3% | -9.9% | +8.5% | +4.6% |
| 3M | +2.5% | -12.1% | +14.6% | +9.8% |
| 6M | -18.9% | -10.4% | -8.4% | -14.0% |
| YTD | +6.5% | -3.3% | +9.8% | +8.1% |
| 1Y | +22.8% | +7.8% | +15.1% | +17.1% |
| 3Y | +164.5% | +36.3% | +128.2% | +119.6% |
| 5Y | +303.7% | +14.8% | +288.9% | +262.3% |
| All | +1,065.3% | +296.6% | +768.7% | +494.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling