+329.8%
DOV vs ES
+87.3%
+242.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | +0.9% | -1.6% | -1.2% |
| 30D | +12.3% | +5.9% | +6.4% | +9.6% |
| 3M | +1.2% | -1.0% | +2.2% | +1.3% |
| 6M | -3.1% | +7.2% | -10.2% | -6.2% |
| YTD | +9.4% | +7.0% | +2.4% | +5.5% |
| 1Y | +17.6% | +0.5% | +17.2% | +15.7% |
| 3Y | +66.5% | +48.7% | +17.9% | +34.5% |
| 5Y | +29.0% | +1.9% | +27.1% | +23.0% |
| 10Y | +329.8% | +89.2% | +240.7% | +306.3% |
| All | +329.8% | +87.3% | +242.5% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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