+5,331.8%
CF vs DOV
+1,000.6%
+4,331.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.4% |
| 30D | +4.3% | +8.3% | -3.9% | -1.7% |
| 3M | +2.8% | -3.1% | +5.9% | +3.9% |
| 6M | +0.6% | -9.8% | +10.4% | +5.2% |
| YTD | +56.6% | +5.2% | +51.4% | +43.3% |
| 1Y | +49.6% | +15.3% | +34.3% | +28.0% |
| 3Y | +61.5% | +58.8% | +2.7% | +3.2% |
| 5Y | +124.0% | +26.6% | +97.4% | +61.7% |
| 10Y | +573.2% | +351.6% | +221.5% | +75.4% |
| All | +5,331.8% | +1,000.6% | +4,331.2% | +524.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling