-46.7%
CMCSA vs DOV
+13.3%
-60.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.2% |
| 7D | -5.6% | -1.9% | -3.6% | -4.8% |
| 30D | -1.9% | -9.9% | +8.0% | +2.1% |
| 3M | +6.4% | -12.1% | +18.6% | +11.5% |
| 6M | -16.9% | -10.4% | -6.5% | -13.8% |
| YTD | -6.8% | -3.3% | -3.5% | -6.4% |
| 1Y | -15.9% | +7.8% | -23.7% | -19.5% |
| 3Y | -33.4% | +36.3% | -69.8% | -44.4% |
| 5Y | -46.7% | +14.8% | -61.5% | -53.7% |
| All | -46.7% | +13.3% | -60.0% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling