+76.1%
CME vs DOV
+16.3%
+59.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -0.6% | +1.3% | -2.0% | -0.8% |
| 30D | +4.7% | -8.6% | +13.3% | +5.5% |
| 3M | +7.8% | -13.1% | +21.0% | +9.0% |
| 6M | -11.0% | -8.8% | -2.2% | -10.6% |
| YTD | +4.0% | -1.2% | +5.2% | +3.3% |
| 1Y | +9.1% | +10.7% | -1.6% | +6.6% |
| 3Y | +52.3% | +39.3% | +13.0% | +37.6% |
| 5Y | +76.1% | +16.4% | +59.7% | +70.9% |
| All | +76.1% | +16.3% | +59.8% | +70.9% |
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