+288.7%
DOV vs SM
+23.2%
+265.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -1.9% | +2.1% | -4.1% | -2.2% |
| 30D | -9.9% | +18.1% | -28.0% | -11.7% |
| 3M | -12.1% | +17.0% | -29.1% | -14.2% |
| 6M | -10.4% | +55.4% | -65.9% | -16.1% |
| YTD | -3.3% | +108.6% | -111.9% | -12.8% |
| 1Y | +7.8% | +45.7% | -37.9% | +1.2% |
| 3Y | +36.3% | -0.3% | +36.7% | +31.4% |
| 5Y | +14.8% | +113.0% | -98.2% | -0.9% |
| All | +288.7% | +23.2% | +265.5% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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