+305.8%
CME vs DOV
+333.4%
-27.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.5% | -0.1% | +2.6% | +2.4% |
| 30D | +13.9% | +11.3% | +2.6% | +9.9% |
| 3M | +22.4% | +2.2% | +20.2% | +21.2% |
| 6M | +12.9% | -2.9% | +15.8% | +12.9% |
| YTD | +19.6% | +9.6% | +10.0% | +14.0% |
| 1Y | +17.7% | +16.7% | +1.0% | +9.6% |
| 3Y | +65.3% | +66.9% | -1.5% | +27.4% |
| 5Y | +75.1% | +32.0% | +43.1% | +46.9% |
| 10Y | +305.8% | +334.8% | -29.0% | +103.5% |
| All | +305.8% | +333.4% | -27.6% | +103.5% |
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