-38.0%
DOCS vs DOV
+54.3%
-92.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | -1.4% |
| 7D | 0.0% | -1.4% | +1.4% | +0.7% |
| 30D | +7.8% | +12.8% | -5.0% | +0.6% |
| 3M | +20.0% | +1.1% | +18.8% | +18.7% |
| 6M | +26.5% | -2.6% | +29.1% | +26.4% |
| YTD | -25.8% | +9.9% | -35.7% | -33.3% |
| 1Y | -39.5% | +19.3% | -58.8% | -48.8% |
| 3Y | +60.3% | +68.4% | -8.0% | -3.0% |
| 5Y | -57.0% | +29.1% | -86.2% | -70.0% |
| All | -38.0% | +54.3% | -92.3% | -56.6% |
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