+334.8%
DOV vs EL
+63.7%
+271.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +11.3% | +12.3% | -1.0% | +7.0% |
| 3M | +2.2% | +28.4% | -26.2% | -6.5% |
| 6M | -2.9% | +36.7% | -39.7% | -13.6% |
| YTD | +9.6% | +8.4% | +1.2% | +3.3% |
| 1Y | +16.7% | +25.4% | -8.8% | +4.3% |
| 3Y | +66.9% | +3.4% | +63.4% | +47.7% |
| 5Y | +32.0% | -64.8% | +96.8% | +80.7% |
| 10Y | +334.8% | +63.0% | +271.8% | +261.3% |
| All | +334.8% | +63.7% | +271.1% | +261.3% |
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