+289.8%
DOV vs ES
+85.1%
+204.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.7% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | -7.5% | -1.2% | -6.4% | -7.1% |
| 3M | -9.7% | +5.0% | -14.7% | -11.6% |
| 6M | -6.1% | -2.8% | -3.3% | -5.4% |
| YTD | +0.5% | +8.6% | -8.1% | -3.3% |
| 1Y | +10.5% | +18.9% | -8.4% | +1.5% |
| 3Y | +41.7% | +32.1% | +9.6% | +21.2% |
| 5Y | +18.4% | -5.1% | +23.5% | +17.0% |
| 10Y | +289.8% | +84.2% | +205.6% | +258.1% |
| All | +289.8% | +85.1% | +204.6% | +258.1% |
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