+302.5%
DOV vs SFM
+280.6%
+21.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.2% |
| 7D | +1.3% | -7.2% | +8.5% | +2.3% |
| 30D | -8.6% | -14.3% | +5.7% | -6.9% |
| 3M | -13.1% | -13.7% | +0.6% | -11.7% |
| 6M | -8.8% | -6.0% | -2.8% | -8.9% |
| YTD | -1.2% | -8.2% | +7.0% | -1.2% |
| 1Y | +10.7% | -46.2% | +57.0% | +19.2% |
| 3Y | +39.3% | +83.6% | -44.3% | +22.0% |
| 5Y | +16.4% | +212.7% | -196.3% | -8.0% |
| 10Y | +302.5% | +273.0% | +29.5% | +194.0% |
| All | +302.5% | +280.6% | +21.9% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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