+196.5%
ECL vs DOV
+333.4%
-136.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | +8.3% | +11.3% | -3.0% | +1.9% |
| 3M | +8.4% | +2.2% | +6.3% | +6.9% |
| 6M | +23.3% | -2.9% | +26.2% | +24.3% |
| YTD | +18.2% | +9.6% | +8.6% | +11.0% |
| 1Y | +18.8% | +16.7% | +2.1% | +7.5% |
| 3Y | +78.5% | +66.9% | +11.6% | +24.7% |
| 5Y | +40.1% | +32.0% | +8.1% | +11.4% |
| 10Y | +196.5% | +334.8% | -138.3% | +29.8% |
| All | +196.5% | +333.4% | -136.9% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling