+5,914.2%
DOV vs CHD
+10,220.8%
-4,306.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -2.7% | -2.7% | 0.0% | -2.1% |
| 30D | -8.1% | -4.6% | -3.5% | -7.1% |
| 3M | -9.4% | +5.0% | -14.4% | -10.6% |
| 6M | -12.6% | -3.2% | -9.4% | -12.2% |
| YTD | -0.5% | +18.6% | -19.1% | -4.6% |
| 1Y | +9.2% | +4.8% | +4.4% | +7.5% |
| 3Y | +34.1% | +6.1% | +28.0% | +30.4% |
| 5Y | +17.3% | +24.0% | -6.7% | +9.3% |
| 10Y | +284.9% | +124.5% | +160.5% | +208.5% |
| All | +5,914.2% | +10,220.8% | -4,306.6% | +2,552.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 all: compounded portfolio wealth divided by compounded CHD 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…
all analysis · Full analysis span regression · 6 months rolling