+17.8%
DOV vs DGX
+66.8%
-49.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | -8.9% | -1.2% | -7.7% | -8.6% |
| 3M | -13.3% | +15.8% | -29.0% | -16.9% |
| 6M | -9.7% | +18.2% | -27.8% | -14.1% |
| YTD | -2.5% | +37.2% | -39.7% | -11.5% |
| 1Y | +7.2% | +30.4% | -23.1% | -1.3% |
| 3Y | +39.4% | +96.7% | -57.3% | +10.1% |
| All | +17.8% | +66.8% | -49.0% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling