+41.7%
DOV vs ESI
+82.9%
-41.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +2.5% | +5.4% | -2.9% | +0.5% |
| 30D | -7.5% | -4.2% | -3.3% | -6.1% |
| 3M | -9.7% | -9.6% | -0.1% | -7.1% |
| 6M | -6.1% | +18.3% | -24.4% | -15.2% |
| YTD | +0.5% | +45.8% | -45.3% | -18.1% |
| 1Y | +10.5% | +39.2% | -28.6% | -8.5% |
| 3Y | +41.7% | +86.3% | -44.6% | -1.3% |
| All | +41.7% | +82.9% | -41.2% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling