+128.6%
CIEN vs DOV
+2,004.8%
-1,876.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.6% |
| 7D | +8.7% | -0.1% | +8.9% | +9.6% |
| 30D | -26.9% | +11.3% | -38.2% | -32.5% |
| 3M | -23.6% | +2.2% | -25.8% | -24.8% |
| 6M | -49.1% | -2.9% | -46.2% | -48.1% |
| YTD | +26.6% | +9.6% | +17.0% | +17.4% |
| 1Y | +42.7% | +16.7% | +26.1% | +26.4% |
| 3Y | +570.8% | +66.9% | +504.0% | +353.8% |
| 5Y | +386.4% | +32.0% | +354.4% | +284.7% |
| 10Y | +1,261.7% | +334.8% | +927.0% | +277.1% |
| All | +128.6% | +2,004.8% | -1,876.2% | -81.8% |
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