+18.4%
DOV vs EL
-67.4%
+85.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | +2.5% | +1.7% | +0.8% | +2.1% |
| 30D | -7.5% | +15.5% | -23.0% | -11.1% |
| 3M | -9.7% | +20.6% | -30.2% | -14.2% |
| 6M | -6.1% | +10.5% | -16.6% | -9.6% |
| YTD | +0.5% | -1.9% | +2.4% | -1.1% |
| 1Y | +10.5% | +16.1% | -5.6% | +3.2% |
| 3Y | +41.7% | -30.2% | +71.9% | +44.9% |
| 5Y | +18.4% | -67.4% | +85.8% | +61.1% |
| All | +18.4% | -67.4% | +85.9% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling