+7,663.4%
CME vs DOV
+1,587.3%
+6,076.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +22.4% | +2.2% | +20.2% | +20.5% |
| 6M | +12.9% | -2.9% | +15.8% | +12.7% |
| YTD | +19.6% | +9.6% | +10.0% | +11.3% |
| 1Y | +17.7% | +16.7% | +1.0% | +5.9% |
| 3Y | +65.3% | +66.9% | -1.5% | +16.8% |
| 5Y | +75.1% | +32.0% | +43.1% | +35.9% |
| 10Y | +305.8% | +334.8% | -29.0% | +50.0% |
| All | +7,663.4% | +1,587.3% | +6,076.1% | +1,103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling