+302.5%
DOV vs ESI
+308.3%
-5.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | +1.3% | +3.9% | -2.6% | -0.3% |
| 30D | -8.6% | -3.8% | -4.9% | -7.3% |
| 3M | -13.1% | -13.1% | 0.0% | -8.9% |
| 6M | -8.8% | +11.3% | -20.2% | -15.3% |
| YTD | -1.2% | +44.1% | -45.3% | -18.7% |
| 1Y | +10.7% | +40.3% | -29.6% | -8.4% |
| 3Y | +39.3% | +84.1% | -44.8% | -0.2% |
| 5Y | +16.4% | +75.8% | -59.4% | -16.6% |
| 10Y | +302.5% | +320.7% | -18.2% | +104.5% |
| All | +302.5% | +308.3% | -5.8% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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