-15.9%
CMCSA vs DOV
+8.0%
-23.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.9% |
| 7D | -5.6% | -1.9% | -3.6% | -5.0% |
| 30D | -1.9% | -9.9% | +8.0% | +0.8% |
| 3M | +6.4% | -12.1% | +18.6% | +9.8% |
| 6M | -16.9% | -10.4% | -6.5% | -14.3% |
| YTD | -6.8% | -3.3% | -3.5% | -5.4% |
| 1Y | -15.9% | +7.8% | -23.7% | -17.6% |
| All | -15.9% | +8.0% | -23.9% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling