+292.2%
DOV vs DGX
+255.3%
+36.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | -2.0% | -0.9% | -1.1% | -1.6% |
| 30D | -8.9% | -1.2% | -7.7% | -8.5% |
| 3M | -13.3% | +15.8% | -29.0% | -18.6% |
| 6M | -9.7% | +18.2% | -27.8% | -16.1% |
| YTD | -2.5% | +37.2% | -39.7% | -15.0% |
| 1Y | +7.2% | +30.4% | -23.1% | -4.8% |
| 3Y | +39.4% | +96.7% | -57.3% | +1.5% |
| 5Y | +15.8% | +67.2% | -51.3% | -10.7% |
| All | +292.2% | +255.3% | +36.9% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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