+116.6%
CIEN vs DOV
+1,980.2%
-1,863.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.8% |
| 7D | +15.3% | +3.0% | +12.3% | +12.9% |
| 30D | -22.0% | +8.6% | -30.6% | -26.5% |
| 3M | -36.6% | +1.9% | -38.5% | -37.4% |
| 6M | -51.5% | -1.7% | -49.8% | -51.0% |
| YTD | +20.0% | +8.3% | +11.6% | +12.3% |
| 1Y | +44.5% | +16.6% | +27.9% | +28.0% |
| 3Y | +539.0% | +65.1% | +473.9% | +335.8% |
| 5Y | +356.8% | +29.2% | +327.7% | +267.4% |
| 10Y | +1,190.4% | +329.7% | +860.8% | +260.6% |
| All | +116.6% | +1,980.2% | -1,863.6% | -82.6% |
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