+302.5%
DOV vs SBAC
+78.4%
+224.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +1.3% | +0.2% | +1.2% | +1.3% |
| 30D | -8.6% | +3.9% | -12.5% | -9.7% |
| 3M | -13.1% | -8.2% | -5.0% | -11.3% |
| 6M | -8.8% | -2.8% | -6.0% | -9.4% |
| YTD | -1.2% | -1.5% | +0.3% | -2.5% |
| 1Y | +10.7% | 0.0% | +10.7% | +8.5% |
| 3Y | +39.3% | -8.4% | +47.7% | +36.4% |
| 5Y | +16.4% | -43.5% | +60.0% | +35.2% |
| 10Y | +302.5% | +86.9% | +215.6% | +268.1% |
| All | +302.5% | +78.4% | +224.1% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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