-100.0%
DFNS vs DOV
+117.6%
-217.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.4% |
| 7D | -6.0% | +3.0% | -9.0% | -4.6% |
| 30D | -71.2% | +8.6% | -79.8% | -69.9% |
| 3M | -94.5% | +1.9% | -96.4% | -94.5% |
| 6M | -96.5% | -1.7% | -94.9% | -96.6% |
| YTD | -99.6% | +8.3% | -108.0% | -99.6% |
| 1Y | -99.7% | +16.6% | -116.2% | -99.7% |
| 3Y | -100.0% | +65.1% | -165.1% | -100.0% |
| 5Y | -100.0% | +29.2% | -129.1% | -100.0% |
| All | -100.0% | +117.6% | -217.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling