+7,803.6%
CI vs DOV
+6,322.5%
+1,481.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.9% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | +5.4% | +8.3% | -2.8% | +1.9% |
| 3M | +7.3% | -3.1% | +10.3% | +8.2% |
| 6M | +5.3% | -9.8% | +15.1% | +8.5% |
| YTD | +8.5% | +5.2% | +3.3% | +4.5% |
| 1Y | +17.1% | +15.3% | +1.8% | +8.6% |
| 3Y | +1.4% | +58.8% | -57.4% | -20.1% |
| 5Y | +50.5% | +26.6% | +23.9% | +27.5% |
| 10Y | +168.5% | +351.6% | -183.1% | +33.5% |
| All | +7,803.6% | +6,322.5% | +1,481.1% | +1,141.8% |
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