+1,217.2%
DOV vs SNY
+241.9%
+975.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -2.0% | -3.3% | +1.3% | -0.6% |
| 30D | -8.9% | -2.2% | -6.7% | -8.1% |
| 3M | -13.3% | -3.0% | -10.2% | -12.5% |
| 6M | -9.7% | +2.7% | -12.4% | -11.3% |
| YTD | -2.5% | -6.8% | +4.4% | -0.2% |
| 1Y | +7.2% | -5.3% | +12.5% | +8.4% |
| 3Y | +39.4% | -9.8% | +49.2% | +38.4% |
| 5Y | +15.8% | +9.7% | +6.2% | +2.1% |
| 10Y | +297.5% | +64.5% | +233.0% | +180.4% |
| All | +1,217.2% | +241.9% | +975.3% | +456.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling