+340.2%
DOV vs FIVE
+596.6%
-256.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.6% | -1.1% | +3.0% |
| 7D | -1.4% | +6.2% | -7.5% | -2.9% |
| 30D | +12.8% | +18.2% | -5.4% | +7.9% |
| 3M | +1.1% | +3.8% | -2.7% | -0.2% |
| 6M | -2.6% | +13.7% | -16.3% | -6.9% |
| YTD | +9.9% | +34.7% | -24.8% | 0.0% |
| 1Y | +19.3% | +66.6% | -47.3% | +2.6% |
| 3Y | +68.4% | +44.3% | +24.1% | +40.8% |
| 5Y | +29.1% | +18.8% | +10.4% | +10.1% |
| 10Y | +340.2% | +569.2% | -229.0% | +145.2% |
| All | +340.2% | +596.6% | -256.4% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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