+896.7%
DOV vs EXEL
+341.7%
+555.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +3.4% | +1.6% | +1.8% | +3.2% |
| 30D | +8.8% | +17.4% | -8.5% | +6.5% |
| 3M | +0.9% | +38.6% | -37.7% | -3.5% |
| 6M | -2.8% | +41.2% | -44.1% | -7.6% |
| YTD | +8.1% | +59.3% | -51.3% | +0.9% |
| 1Y | +15.2% | +60.2% | -45.0% | +7.4% |
| 3Y | +64.5% | +232.6% | -168.0% | +36.6% |
| 5Y | +28.9% | +285.9% | -257.0% | +3.7% |
| 10Y | +328.7% | +325.9% | +2.8% | +218.7% |
| All | +896.7% | +341.7% | +555.0% | +367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling