+729.9%
DOV vs VYM
+487.3%
+242.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +1.3% | -1.0% | +2.3% | +2.5% |
| 30D | -8.6% | -2.0% | -6.6% | -6.3% |
| 3M | -13.1% | +3.1% | -16.2% | -16.2% |
| 6M | -8.8% | +8.9% | -17.7% | -17.6% |
| YTD | -1.2% | +14.7% | -16.0% | -16.1% |
| 1Y | +10.7% | +19.4% | -8.7% | -10.4% |
| 3Y | +39.3% | +65.4% | -26.1% | -23.2% |
| 5Y | +16.4% | +77.6% | -61.1% | -40.4% |
| 10Y | +302.5% | +207.8% | +94.7% | +8.8% |
| All | +729.9% | +487.3% | +242.6% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling