+18.7%
DOV vs ES
-5.6%
+24.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -8.1% | -2.0% | -6.1% | -7.6% |
| 3M | -9.4% | +1.7% | -11.1% | -10.0% |
| 6M | -12.6% | -3.5% | -9.1% | -11.9% |
| YTD | -0.5% | +7.9% | -8.4% | -3.3% |
| 1Y | +9.2% | +17.2% | -7.9% | +2.3% |
| 3Y | +34.1% | +29.3% | +4.8% | +18.7% |
| All | +18.7% | -5.6% | +24.4% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling