+292.2%
DOV vs VYM
+209.2%
+83.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.1% |
| 7D | -2.0% | -0.8% | -1.2% | -1.0% |
| 30D | -8.9% | -2.2% | -6.7% | -6.3% |
| 3M | -13.3% | +3.1% | -16.3% | -16.4% |
| 6M | -9.7% | +9.7% | -19.4% | -19.3% |
| YTD | -2.5% | +14.9% | -17.3% | -17.5% |
| 1Y | +7.2% | +17.6% | -10.3% | -11.9% |
| 3Y | +39.4% | +65.3% | -25.9% | -23.9% |
| 5Y | +15.8% | +78.7% | -62.9% | -41.8% |
| All | +292.2% | +209.2% | +83.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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