-50.1%
DXCM vs DOV
+25.3%
-75.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.3% |
| 7D | -3.5% | -1.9% | -1.6% | -2.5% |
| 30D | -5.8% | +8.3% | -14.1% | -9.7% |
| 3M | -4.3% | -3.1% | -1.3% | -3.1% |
| 6M | +31.6% | -9.8% | +41.4% | +37.5% |
| YTD | +19.6% | +5.2% | +14.5% | +13.9% |
| 1Y | +36.9% | +15.3% | +21.5% | +23.3% |
| 3Y | -16.3% | +58.8% | -75.0% | -39.8% |
| All | -50.1% | +25.3% | -75.4% | -59.9% |
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