+155.6%
ECL vs DOV
+286.8%
-131.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.2% |
| 7D | -2.7% | +1.3% | -4.1% | -3.5% |
| 30D | -4.3% | -8.6% | +4.4% | +0.5% |
| 3M | +3.2% | -13.1% | +16.4% | +10.9% |
| 6M | -2.9% | -8.8% | +5.9% | +1.3% |
| YTD | +4.3% | -1.2% | +5.5% | +3.9% |
| 1Y | +1.6% | +10.7% | -9.1% | -5.5% |
| 3Y | +54.3% | +39.3% | +15.0% | +20.6% |
| 5Y | +26.5% | +16.4% | +10.1% | +8.5% |
| 10Y | +155.6% | +302.5% | -146.9% | +20.5% |
| All | +155.6% | +286.8% | -131.2% | +20.5% |
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