+141.0%
CI vs DOV
+286.8%
-145.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.6% |
| 7D | -1.1% | +1.3% | -2.4% | -1.7% |
| 30D | +0.5% | -8.6% | +9.1% | +4.3% |
| 3M | -5.2% | -13.1% | +8.0% | -0.1% |
| 6M | +4.3% | -8.8% | +13.1% | +7.1% |
| YTD | +2.8% | -1.2% | +4.0% | +1.6% |
| 1Y | -5.8% | +10.7% | -16.5% | -12.0% |
| 3Y | +4.7% | +39.3% | -34.5% | -16.2% |
| 5Y | +42.7% | +16.4% | +26.3% | +22.6% |
| 10Y | +141.0% | +302.5% | -161.5% | +22.5% |
| All | +141.0% | +286.8% | -145.8% | +22.5% |
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