-99.9%
DFNS vs DOV
+19.9%
-119.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.2% |
| 7D | +0.8% | +2.5% | -1.7% | +2.2% |
| 30D | -73.2% | -7.5% | -65.7% | -74.4% |
| 3M | -72.4% | -9.7% | -62.8% | -74.3% |
| 6M | -95.2% | -6.1% | -89.1% | -95.4% |
| YTD | -98.0% | +0.5% | -98.5% | -97.9% |
| 1Y | -98.3% | +10.5% | -108.8% | -98.1% |
| 3Y | -99.9% | +41.7% | -141.6% | -99.9% |
| 5Y | -99.9% | +18.4% | -118.3% | -99.9% |
| All | -99.9% | +19.9% | -119.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling