+14.8%
DOV vs EFV
+94.1%
-79.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -1.9% | -2.0% | +0.1% | -0.1% |
| 30D | -9.9% | -0.2% | -9.7% | -9.7% |
| 3M | -12.1% | +9.1% | -21.2% | -18.9% |
| 6M | -10.4% | +11.7% | -22.1% | -19.2% |
| YTD | -3.3% | +17.0% | -20.4% | -16.5% |
| 1Y | +7.8% | +26.7% | -18.9% | -13.5% |
| 3Y | +36.3% | +90.2% | -53.8% | -25.4% |
| 5Y | +14.8% | +96.1% | -81.3% | -40.3% |
| All | +14.8% | +94.1% | -79.3% | -40.3% |
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