+163.6%
CCJ vs DOV
+29.5%
+134.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.5% |
| 7D | +5.0% | +3.4% | +1.6% | +2.9% |
| 30D | -16.7% | +8.8% | -25.5% | -21.2% |
| 3M | -27.5% | +0.9% | -28.5% | -27.9% |
| 6M | -38.6% | -2.8% | -35.8% | -37.7% |
| YTD | -21.5% | +8.1% | -29.6% | -26.0% |
| 1Y | -22.3% | +15.2% | -37.6% | -29.7% |
| 3Y | +69.9% | +64.5% | +5.3% | +15.6% |
| 5Y | +163.6% | +28.9% | +134.7% | +113.4% |
| All | +163.6% | +29.5% | +134.1% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling