+302.5%
DOV vs VO
+193.0%
+109.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.8% |
| 7D | +1.3% | -0.6% | +1.9% | +2.0% |
| 30D | -8.6% | -1.9% | -6.7% | -6.7% |
| 3M | -13.1% | +3.3% | -16.4% | -16.0% |
| 6M | -8.8% | +9.7% | -18.5% | -17.4% |
| YTD | -1.2% | +12.6% | -13.8% | -12.9% |
| 1Y | +10.7% | +13.6% | -2.9% | -3.4% |
| 3Y | +39.3% | +56.8% | -17.5% | -13.2% |
| 5Y | +16.4% | +42.3% | -25.8% | -19.7% |
| 10Y | +302.5% | +199.2% | +103.3% | +19.4% |
| All | +302.5% | +193.0% | +109.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling