+29.0%
DOV vs EL
-64.5%
+93.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.7% | +7.6% | -8.4% | -2.5% |
| 30D | +12.3% | +15.7% | -3.4% | +8.2% |
| 3M | +1.2% | +30.5% | -29.4% | -5.8% |
| 6M | -3.1% | +32.5% | -35.6% | -10.6% |
| YTD | +9.4% | +9.4% | -0.1% | +4.5% |
| 1Y | +17.6% | +28.4% | -10.7% | +7.4% |
| 3Y | +66.5% | +4.4% | +62.1% | +50.4% |
| 5Y | +29.0% | -64.5% | +93.5% | +73.3% |
| All | +29.0% | -64.5% | +93.6% | +73.3% |
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 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