+68.4%
DOV vs SM
-14.2%
+82.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.7% | +7.2% | +4.8% |
| 7D | -1.4% | -22.3% | +20.9% | +1.6% |
| 30D | +12.8% | -21.4% | +34.1% | +15.9% |
| 3M | +1.1% | +1.4% | -0.2% | -0.2% |
| 6M | -2.6% | +0.1% | -2.7% | -4.9% |
| YTD | +9.9% | +59.0% | -49.1% | -5.3% |
| 1Y | +19.3% | +64.3% | -45.0% | +1.6% |
| 3Y | +68.4% | -13.1% | +81.5% | +57.4% |
| All | +68.4% | -14.2% | +82.6% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling