+18.7%
DOV vs FIVE
+31.2%
-12.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.1% |
| 7D | -2.7% | +4.3% | -6.9% | -3.6% |
| 30D | -8.1% | +12.5% | -20.6% | -10.5% |
| 3M | -9.4% | +31.2% | -40.6% | -14.8% |
| 6M | -12.6% | +14.4% | -27.0% | -15.9% |
| YTD | -0.5% | +33.9% | -34.4% | -7.6% |
| 1Y | +9.2% | +65.1% | -55.8% | -3.4% |
| 3Y | +34.1% | +49.0% | -14.8% | +15.8% |
| All | +18.7% | +31.2% | -12.5% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling