-49.1%
COMP vs DOV
+65.0%
-114.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.5% |
| 7D | +2.2% | -0.1% | +2.3% | +2.6% |
| 30D | +16.3% | +11.3% | +5.0% | +4.2% |
| 3M | -19.1% | +2.2% | -21.3% | -21.0% |
| 6M | +17.1% | -2.9% | +20.1% | +19.4% |
| YTD | -2.9% | +9.6% | -12.5% | -13.3% |
| 1Y | +8.8% | +16.7% | -7.9% | -9.8% |
| 3Y | +423.5% | +66.9% | +356.6% | +158.6% |
| 5Y | -10.5% | +32.0% | -42.5% | -46.3% |
| All | -49.1% | +65.0% | -114.1% | -68.3% |
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