+173.6%
CCJ vs DOV
+41.1%
+132.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.7% |
| 7D | +5.9% | +2.5% | +3.4% | +4.4% |
| 30D | +4.7% | -7.5% | +12.2% | +9.5% |
| 3M | -3.3% | -9.7% | +6.4% | +2.2% |
| 6M | -7.0% | -6.1% | -0.9% | -3.9% |
| YTD | +11.5% | +0.5% | +11.0% | +10.9% |
| 1Y | +32.3% | +10.5% | +21.7% | +24.8% |
| All | +173.6% | +41.1% | +132.4% | +125.1% |
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