+1,431.9%
CIEN vs DOV
+296.6%
+1,135.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.4% |
| 7D | +5.4% | -1.9% | +7.3% | +6.8% |
| 30D | -13.7% | -9.9% | -3.8% | -7.6% |
| 3M | -23.0% | -12.1% | -10.9% | -16.5% |
| 6M | -0.8% | -10.4% | +9.6% | +6.7% |
| YTD | +43.1% | -3.3% | +46.4% | +46.1% |
| 1Y | +157.6% | +7.8% | +149.9% | +145.3% |
| 3Y | +593.8% | +36.3% | +557.5% | +483.9% |
| 5Y | +520.6% | +14.8% | +505.8% | +465.9% |
| All | +1,431.9% | +296.6% | +1,135.3% | +640.2% |
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