-27.5%
DOW vs DOV
+29.1%
-56.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | +5.2% | +3.0% | +2.2% | +3.3% |
| 30D | +13.2% | +8.6% | +4.6% | +7.4% |
| 3M | +10.1% | +1.9% | +8.2% | +8.2% |
| 6M | -13.1% | -1.7% | -11.4% | -14.0% |
| YTD | +46.1% | +8.3% | +37.8% | +33.2% |
| 1Y | +50.0% | +16.6% | +33.5% | +29.8% |
| 3Y | -20.2% | +65.1% | -85.4% | -44.7% |
| All | -27.5% | +29.1% | -56.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 5y: compounded portfolio wealth divided by compounded DOV 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…
5y analysis · Full analysis span regression · 6 months rolling