+333.9%
DOV vs ESI
+198.2%
+135.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +3.0% | +5.5% | -2.5% | +1.2% |
| 30D | +8.6% | -7.8% | +16.3% | +11.2% |
| 3M | +1.9% | -15.0% | +16.9% | +6.7% |
| 6M | -1.7% | -24.9% | +23.2% | +6.4% |
| YTD | +8.3% | +33.2% | -24.9% | -4.5% |
| 1Y | +16.6% | +24.9% | -8.4% | +4.9% |
| 3Y | +65.1% | +77.8% | -12.6% | +30.4% |
| 5Y | +29.2% | +37.1% | -8.0% | +9.2% |
| 10Y | +329.7% | +320.5% | +9.2% | +157.3% |
| All | +333.9% | +198.2% | +135.7% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling