-25.8%
DPZ vs DOV
+24.1%
-49.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +2.0% |
| 7D | +9.5% | -3.7% | +13.2% | +10.9% |
| 30D | +12.8% | +5.6% | +7.2% | +10.4% |
| 3M | -6.2% | -3.5% | -2.8% | -5.2% |
| 6M | +4.3% | -8.9% | +13.2% | +7.0% |
| YTD | -16.6% | +4.5% | -21.1% | -19.8% |
| 1Y | -12.8% | +13.9% | -26.7% | -19.3% |
| 3Y | -0.8% | +55.9% | -56.7% | -21.5% |
| 5Y | -25.8% | +25.8% | -51.6% | -36.4% |
| All | -25.8% | +24.1% | -49.9% | -36.4% |
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