-17.0%
COMP vs DOV
+28.5%
-45.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -7.0% | -6.9% |
| 7D | +7.2% | -0.7% | +7.9% | +8.4% |
| 30D | +6.4% | +12.3% | -5.9% | -6.3% |
| 3M | -19.4% | +1.2% | -20.6% | -20.6% |
| 6M | +14.6% | -3.1% | +17.6% | +17.0% |
| YTD | -5.5% | +9.4% | -14.9% | -16.2% |
| 1Y | +13.7% | +17.6% | -4.0% | -8.0% |
| 3Y | +409.7% | +66.5% | +343.2% | +131.7% |
| 5Y | -17.0% | +29.0% | -46.0% | -51.1% |
| All | -17.0% | +28.5% | -45.6% | -51.1% |
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 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