+4,412.5%
DOV vs SPY
+3,091.8%
+1,320.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -8.1% | +0.1% | -8.1% | -8.1% |
| 3M | -9.4% | +2.0% | -11.4% | -11.2% |
| 6M | -12.6% | +13.0% | -25.6% | -22.8% |
| YTD | -0.5% | +13.5% | -14.0% | -12.5% |
| 1Y | +9.2% | +20.0% | -10.7% | -9.3% |
| 3Y | +34.1% | +77.2% | -43.1% | -24.9% |
| 5Y | +17.3% | +81.9% | -64.6% | -36.1% |
| 10Y | +284.9% | +314.1% | -29.1% | -6.3% |
| All | +4,412.5% | +3,091.8% | +1,320.7% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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