-54.2%
COMP vs DOV
+57.3%
-111.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.7% | -3.4% | -3.2% |
| 7D | -1.8% | -3.7% | +1.9% | +2.3% |
| 30D | -0.8% | +5.6% | -6.3% | -6.3% |
| 3M | -28.1% | -3.5% | -24.7% | -25.6% |
| 6M | +27.0% | -8.9% | +35.9% | +38.8% |
| YTD | -12.8% | +4.5% | -17.3% | -18.3% |
| 1Y | +4.9% | +13.9% | -9.0% | -11.1% |
| 3Y | +321.0% | +55.9% | +265.1% | +124.2% |
| 5Y | -25.6% | +25.8% | -51.3% | -53.1% |
| All | -54.2% | +57.3% | -111.6% | -70.1% |
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 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