+899.0%
DOV vs EXEL
+336.4%
+562.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +8.6% | +13.1% | -4.5% | +6.8% |
| 3M | +1.9% | +36.3% | -34.5% | -2.4% |
| 6M | -1.7% | +34.5% | -36.2% | -5.8% |
| YTD | +8.3% | +57.4% | -49.1% | +1.3% |
| 1Y | +16.6% | +62.9% | -46.4% | +8.4% |
| 3Y | +65.1% | +229.5% | -164.4% | +37.2% |
| 5Y | +29.2% | +281.2% | -252.1% | +4.1% |
| 10Y | +329.7% | +320.7% | +8.9% | +219.9% |
| All | +899.0% | +336.4% | +562.6% | +368.8% |
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