+2,410.8%
DOV vs EL
+1,685.7%
+725.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | 0.0% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | -8.1% | +19.8% | -27.9% | -13.8% |
| 3M | -9.4% | +25.7% | -35.1% | -16.5% |
| 6M | -12.6% | +5.4% | -18.1% | -15.8% |
| YTD | -0.5% | +0.2% | -0.7% | -3.6% |
| 1Y | +9.2% | +20.4% | -11.2% | -1.3% |
| 3Y | +34.1% | -32.1% | +66.3% | +37.1% |
| 5Y | +17.3% | -67.2% | +84.4% | +50.5% |
| 10Y | +284.9% | +31.7% | +253.2% | +203.1% |
| All | +2,410.8% | +1,685.7% | +725.1% | +918.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling