-99.9%
DFNS vs DOV
+94.2%
-194.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +0.5% |
| 7D | -3.3% | -1.9% | -1.4% | -4.3% |
| 30D | -73.1% | -9.9% | -63.2% | -74.5% |
| 3M | -71.4% | -12.1% | -59.3% | -73.4% |
| 6M | -93.8% | -10.4% | -83.4% | -94.2% |
| YTD | -98.0% | -3.3% | -94.7% | -98.0% |
| 1Y | -98.2% | +7.8% | -105.9% | -98.0% |
| 3Y | -99.9% | +36.3% | -136.2% | -99.9% |
| 5Y | -99.9% | +14.8% | -114.7% | -99.9% |
| All | -99.9% | +94.2% | -194.0% | -99.9% |
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 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