-99.6%
DFNS vs DOV
+21.2%
-120.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.4% | -17.9% | -18.1% |
| 7D | -27.7% | +2.2% | -29.9% | -28.8% |
| 30D | -58.0% | +11.2% | -69.1% | -61.1% |
| 3M | -94.0% | +1.6% | -95.6% | -94.1% |
| 6M | -94.6% | -3.2% | -91.4% | -94.6% |
| YTD | -99.4% | +9.7% | -109.2% | -99.5% |
| 1Y | -99.6% | +20.5% | -120.2% | -99.8% |
| All | -99.6% | +21.2% | -120.9% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling