+129.9%
CHRW vs DOV
+325.7%
-195.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +7.3% | +3.0% | +4.3% | +6.1% |
| 30D | -3.6% | +8.6% | -12.2% | -6.6% |
| 3M | -9.6% | +1.9% | -11.4% | -10.4% |
| 6M | -17.0% | -1.7% | -15.3% | -17.1% |
| YTD | -15.4% | +8.3% | -23.8% | -18.8% |
| 1Y | -10.0% | +16.6% | -26.5% | -16.0% |
| 3Y | +82.2% | +65.1% | +17.0% | +44.3% |
| 5Y | +59.4% | +29.2% | +30.2% | +37.0% |
| All | +129.9% | +325.7% | -195.7% | +31.0% |
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