+334.8%
DOV vs SBAC
+109.8%
+224.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.1% | -2.8% | +2.7% | +0.7% |
| 30D | +11.3% | +3.1% | +8.2% | +10.1% |
| 3M | +2.2% | +5.1% | -3.0% | +0.2% |
| 6M | -2.9% | -11.4% | +8.5% | -0.3% |
| YTD | +9.6% | +0.2% | +9.4% | +7.2% |
| 1Y | +16.7% | -3.9% | +20.6% | +15.7% |
| 3Y | +66.9% | -7.7% | +74.5% | +62.9% |
| 5Y | +32.0% | -39.7% | +71.7% | +49.7% |
| 10Y | +334.8% | +111.9% | +222.9% | +282.7% |
| All | +334.8% | +109.8% | +224.9% | +282.7% |
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