+329.1%
DOV vs EL
+62.2%
+266.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +3.0% | +1.5% | +1.5% | +2.5% |
| 30D | +8.6% | +10.0% | -1.4% | +5.1% |
| 3M | +1.9% | +28.4% | -26.6% | -6.8% |
| 6M | -1.7% | +37.1% | -38.7% | -12.5% |
| YTD | +8.3% | +7.8% | +0.5% | +2.3% |
| 1Y | +16.6% | +26.0% | -9.5% | +4.0% |
| 3Y | +65.1% | +3.8% | +61.3% | +45.9% |
| 5Y | +29.2% | -65.2% | +94.4% | +77.7% |
| All | +329.1% | +62.2% | +266.9% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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