-49.3%
COMP vs DOV
+63.1%
-112.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | 0.0% | +3.0% | -3.0% | -2.9% |
| 30D | +16.6% | +8.6% | +8.0% | +7.1% |
| 3M | -23.5% | +1.9% | -25.4% | -25.0% |
| 6M | +25.7% | -1.7% | +27.4% | +26.3% |
| YTD | -3.4% | +8.3% | -11.7% | -12.7% |
| 1Y | +7.6% | +16.6% | -9.0% | -10.8% |
| 3Y | +423.6% | +65.1% | +358.5% | +161.5% |
| 5Y | -10.6% | +29.2% | -39.8% | -45.6% |
| All | -49.3% | +63.1% | -112.4% | -68.0% |
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