+742.1%
DOV vs VIG
+623.5%
+118.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | -2.7% | -0.4% | -2.2% | -2.1% |
| 30D | -8.1% | -1.0% | -7.1% | -6.9% |
| 3M | -9.4% | +2.8% | -12.2% | -12.5% |
| 6M | -12.6% | +8.2% | -20.8% | -20.9% |
| YTD | -0.5% | +11.0% | -11.5% | -12.8% |
| 1Y | +9.2% | +16.1% | -6.9% | -9.7% |
| 3Y | +34.1% | +56.2% | -22.0% | -23.7% |
| 5Y | +17.3% | +63.0% | -45.7% | -36.5% |
| 10Y | +284.9% | +241.4% | +43.5% | -19.1% |
| All | +742.1% | +623.5% | +118.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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