+356.0%
DOV vs NWSA
+127.4%
+228.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.7% |
| 7D | -2.7% | -1.9% | -0.8% | -1.9% |
| 30D | -8.1% | +4.6% | -12.7% | -10.0% |
| 3M | -9.4% | +13.2% | -22.6% | -14.7% |
| 6M | -12.6% | +27.0% | -39.6% | -22.1% |
| YTD | -0.5% | +16.8% | -17.3% | -8.5% |
| 1Y | +9.2% | +4.5% | +4.7% | +5.2% |
| 3Y | +34.1% | +46.2% | -12.1% | +10.2% |
| 5Y | +17.3% | +40.9% | -23.7% | -4.8% |
| 10Y | +284.9% | +145.1% | +139.8% | +122.0% |
| All | +356.0% | +127.4% | +228.6% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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