+302.5%
DOV vs EXEL
+378.5%
-76.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +1.3% | -0.3% | +1.7% | +1.4% |
| 30D | -8.6% | +10.1% | -18.8% | -10.0% |
| 3M | -13.1% | +10.1% | -23.2% | -14.5% |
| 6M | -8.8% | +37.7% | -46.5% | -13.3% |
| YTD | -1.2% | +33.1% | -34.3% | -5.8% |
| 1Y | +10.7% | +52.4% | -41.7% | +3.3% |
| 3Y | +39.3% | +163.8% | -124.5% | +17.7% |
| 5Y | +16.4% | +198.5% | -182.1% | -4.7% |
| 10Y | +302.5% | +386.9% | -84.4% | +211.1% |
| All | +302.5% | +378.5% | -76.0% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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