-12.6%
DOV vs SFM
+4.2%
-16.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +1.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -8.1% | -4.4% | -3.7% | -8.3% |
| 3M | -9.4% | +1.5% | -10.9% | -9.4% |
| 6M | -12.6% | +6.5% | -19.1% | -13.2% |
| All | -12.6% | +4.2% | -16.8% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling