+4,901.0%
DOV vs SM
+1,283.9%
+3,617.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -0.7% | -19.5% | +18.8% | +2.3% |
| 30D | +12.3% | -20.2% | +32.5% | +15.7% |
| 3M | +1.2% | -6.5% | +7.7% | +1.5% |
| 6M | -3.1% | +1.6% | -4.6% | -4.9% |
| YTD | +9.4% | +61.2% | -51.9% | -1.1% |
| 1Y | +17.6% | +65.4% | -47.7% | +5.7% |
| 3Y | +66.5% | -13.0% | +79.6% | +61.4% |
| 5Y | +29.0% | -4.3% | +33.3% | +18.3% |
| 10Y | +329.8% | +3.0% | +326.8% | +176.0% |
| All | +4,901.0% | +1,283.9% | +3,617.1% | +2,079.1% |
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 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