-44.8%
COMP vs DOV
+49.8%
-94.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | +1.4% | -2.7% | +4.0% | +4.3% |
| 30D | -13.3% | -8.1% | -5.2% | -5.4% |
| 3M | +41.1% | -9.4% | +50.5% | +54.8% |
| 6M | +17.2% | -12.6% | +29.8% | +34.4% |
| YTD | +5.2% | -0.5% | +5.7% | +3.9% |
| 1Y | +18.9% | +9.2% | +9.7% | +4.5% |
| 3Y | +215.9% | +34.1% | +181.8% | +102.4% |
| 5Y | -31.2% | +17.3% | -48.4% | -54.0% |
| All | -44.8% | +49.8% | -94.6% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling