+753.7%
CCJ vs DOV
+325.7%
+428.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -0.8% | +3.0% | -3.8% | -2.3% |
| 30D | -13.2% | +8.6% | -21.8% | -17.1% |
| 3M | -27.6% | +1.9% | -29.5% | -28.3% |
| 6M | -38.7% | -1.7% | -37.0% | -38.3% |
| YTD | -22.7% | +8.3% | -31.0% | -26.3% |
| 1Y | -17.6% | +16.6% | -34.1% | -24.6% |
| 3Y | +62.7% | +65.1% | -2.4% | +21.1% |
| 5Y | +159.7% | +29.2% | +130.6% | +118.1% |
| All | +753.7% | +325.7% | +428.0% | +285.5% |
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 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