+4,450.0%
DOV vs SM
+1,608.3%
+2,841.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 3M | -9.4% | +8.7% | -18.1% | -11.3% |
| 6M | -12.6% | +51.7% | -64.3% | -19.5% |
| YTD | -0.5% | +99.0% | -99.5% | -12.4% |
| 1Y | +9.2% | +34.6% | -25.3% | +1.7% |
| 3Y | +34.1% | -7.8% | +41.9% | +29.4% |
| 5Y | +17.3% | +104.8% | -87.5% | -4.3% |
| 10Y | +284.9% | +7.2% | +277.7% | +147.4% |
| All | +4,450.0% | +1,608.3% | +2,841.7% | +1,831.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling