+28.7%
DOV vs EFV
+93.2%
-64.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | -0.1% |
| 7D | +3.0% | +2.5% | +0.5% | +0.7% |
| 30D | +8.6% | +2.9% | +5.7% | +5.7% |
| 3M | +1.9% | -1.4% | +3.3% | +3.2% |
| 6M | -1.7% | +5.5% | -7.2% | -6.5% |
| YTD | +8.3% | +16.1% | -7.7% | -6.0% |
| 1Y | +16.6% | +20.3% | -3.7% | -2.1% |
| 3Y | +65.1% | +90.4% | -25.3% | -10.7% |
| All | +28.7% | +93.2% | -64.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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