+321.3%
DOV vs ES
+83.5%
+237.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.7% |
| 7D | -1.9% | +1.9% | -3.8% | -2.7% |
| 30D | +8.3% | +7.1% | +1.2% | +5.3% |
| 3M | -3.1% | -1.9% | -1.1% | -2.6% |
| 6M | -9.8% | +4.4% | -14.2% | -11.8% |
| YTD | +5.2% | +7.3% | -2.1% | +1.4% |
| 1Y | +15.3% | +2.1% | +13.2% | +12.7% |
| 3Y | +58.8% | +41.8% | +16.9% | +31.1% |
| 5Y | +26.6% | +1.4% | +25.1% | +21.0% |
| All | +321.3% | +83.5% | +237.8% | +298.1% |
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