+280.6%
CME vs DOV
+286.8%
-6.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -0.6% | +1.3% | -2.0% | -1.1% |
| 30D | +4.7% | -8.6% | +13.3% | +7.7% |
| 3M | +7.8% | -13.1% | +21.0% | +12.1% |
| 6M | -11.0% | -8.8% | -2.2% | -9.4% |
| YTD | +4.0% | -1.2% | +5.2% | +2.7% |
| 1Y | +9.1% | +10.7% | -1.6% | +3.0% |
| 3Y | +52.3% | +39.3% | +13.0% | +25.6% |
| 5Y | +76.1% | +16.4% | +59.7% | +54.4% |
| 10Y | +280.6% | +302.5% | -21.9% | +89.3% |
| All | +280.6% | +286.8% | -6.2% | +89.3% |
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