-17.9%
COMP vs DOV
+25.3%
-43.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.0% |
| 7D | +13.4% | -1.9% | +15.3% | +16.1% |
| 30D | +11.1% | +8.3% | +2.8% | +1.7% |
| 3M | -18.8% | -3.1% | -15.8% | -16.2% |
| 6M | +10.5% | -9.8% | +20.3% | +22.3% |
| YTD | -3.4% | +5.2% | -8.6% | -10.7% |
| 1Y | +19.7% | +15.3% | +4.4% | -1.3% |
| 3Y | +381.6% | +58.8% | +322.8% | +131.2% |
| All | -17.9% | +25.3% | -43.1% | -49.6% |
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