+1,880.1%
DOV vs DGX
+8,794.8%
-6,914.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.3% | -2.2% | +3.6% | +2.0% |
| 30D | -8.6% | -0.9% | -7.7% | -8.4% |
| 3M | -13.1% | +15.6% | -28.7% | -16.9% |
| 6M | -8.8% | +17.8% | -26.6% | -13.4% |
| YTD | -1.2% | +37.5% | -38.7% | -10.3% |
| 1Y | +10.7% | +31.2% | -20.4% | +1.7% |
| 3Y | +39.3% | +96.6% | -57.3% | +13.0% |
| 5Y | +16.4% | +64.9% | -48.5% | -1.5% |
| 10Y | +302.5% | +254.6% | +47.9% | +173.5% |
| All | +1,880.1% | +8,794.8% | -6,914.6% | +747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling