+1,177.2%
DOV vs SBAC
+2,173.2%
-996.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | +3.4% | -3.4% | +6.8% | +3.9% |
| 30D | +8.8% | +2.6% | +6.2% | +8.4% |
| 3M | +0.9% | +2.6% | -1.7% | +0.4% |
| 6M | -2.8% | -11.5% | +8.7% | -1.7% |
| YTD | +8.1% | -1.6% | +9.7% | +7.3% |
| 1Y | +15.2% | -5.1% | +20.4% | +15.0% |
| 3Y | +64.5% | -9.3% | +73.9% | +63.9% |
| 5Y | +28.9% | -41.0% | +69.9% | +35.5% |
| 10Y | +328.7% | +108.0% | +220.7% | +282.6% |
| All | +1,177.2% | +2,173.2% | -996.0% | +748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling