+18.4%
DOV vs SFM
+219.5%
-201.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.7% |
| 7D | +2.5% | -5.8% | +8.3% | +3.2% |
| 30D | -7.5% | -11.4% | +3.8% | -6.3% |
| 3M | -9.7% | -12.2% | +2.5% | -8.6% |
| 6M | -6.1% | -5.2% | -0.9% | -6.3% |
| YTD | +0.5% | -4.5% | +5.0% | 0.0% |
| 1Y | +10.5% | -45.4% | +55.9% | +19.4% |
| 3Y | +41.7% | +91.1% | -49.4% | +22.8% |
| 5Y | +18.4% | +226.8% | -208.3% | -5.0% |
| All | +18.4% | +219.5% | -201.1% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling