-46.5%
COMP vs DOV
+65.4%
-111.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.2% | +1.0% |
| 7D | +14.5% | -1.4% | +15.9% | +16.5% |
| 30D | +14.9% | +12.8% | +2.1% | +1.3% |
| 3M | -14.2% | +1.1% | -15.4% | -15.4% |
| 6M | +23.7% | -2.6% | +26.4% | +25.7% |
| YTD | +2.1% | +9.9% | -7.8% | -9.1% |
| 1Y | +26.2% | +19.3% | +6.9% | +2.1% |
| 3Y | +470.9% | +68.4% | +402.5% | +178.9% |
| 5Y | -14.0% | +29.1% | -43.2% | -48.2% |
| All | -46.5% | +65.4% | -111.9% | -66.7% |
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