+339.1%
DOV vs ESI
+207.0%
+132.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.1% |
| 7D | -0.1% | +1.8% | -1.9% | -0.7% |
| 30D | +11.3% | -6.6% | +17.9% | +13.5% |
| 3M | +2.2% | -9.4% | +11.5% | +4.8% |
| 6M | -2.9% | -24.1% | +21.2% | +4.7% |
| YTD | +9.6% | +37.1% | -27.5% | -4.3% |
| 1Y | +16.7% | +24.5% | -7.9% | +5.1% |
| 3Y | +66.9% | +83.2% | -16.3% | +30.5% |
| 5Y | +32.0% | +44.0% | -12.0% | +9.9% |
| 10Y | +334.8% | +332.8% | +1.9% | +157.8% |
| All | +339.1% | +207.0% | +132.1% | +173.9% |
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