+17.3%
DOV vs SM
+103.8%
-86.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +1.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -8.1% | +26.3% | -34.4% | -11.3% |
| 3M | -9.4% | +8.7% | -18.1% | -11.1% |
| 6M | -12.6% | +51.7% | -64.3% | -19.9% |
| YTD | -0.5% | +99.0% | -99.5% | -13.5% |
| 1Y | +9.2% | +34.6% | -25.3% | +1.4% |
| 3Y | +34.1% | -7.8% | +41.9% | +28.2% |
| All | +17.3% | +103.8% | -86.5% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling