+585.0%
DOV vs FIVE
+868.1%
-283.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.2% |
| 7D | -2.7% | +4.3% | -6.9% | -3.6% |
| 30D | -8.1% | +12.5% | -20.6% | -10.7% |
| 3M | -9.4% | +31.2% | -40.6% | -15.1% |
| 6M | -12.6% | +14.4% | -27.0% | -16.1% |
| YTD | -0.5% | +33.9% | -34.4% | -8.0% |
| 1Y | +9.2% | +65.1% | -55.8% | -4.2% |
| 3Y | +34.1% | +49.0% | -14.8% | +13.6% |
| 5Y | +17.3% | +30.3% | -13.0% | -0.7% |
| 10Y | +284.9% | +481.1% | -196.2% | +133.5% |
| All | +585.0% | +868.1% | -283.1% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling