+17.8%
DOV vs SNY
+9.4%
+8.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.0% | -3.3% | +1.3% | -1.4% |
| 30D | -8.9% | -2.2% | -6.7% | -8.5% |
| 3M | -13.3% | -3.0% | -10.2% | -12.9% |
| 6M | -9.7% | +2.7% | -12.4% | -10.3% |
| YTD | -2.5% | -6.8% | +4.4% | -1.4% |
| 1Y | +7.2% | -5.3% | +12.5% | +7.8% |
| 3Y | +39.4% | -9.8% | +49.2% | +39.7% |
| All | +17.8% | +9.4% | +8.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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