+58.3%
ECL vs DOV
+40.9%
+17.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.6% | -2.7% | +0.1% | -1.7% |
| 30D | -2.2% | -8.1% | +5.9% | +0.6% |
| 3M | +10.1% | -9.4% | +19.5% | +13.5% |
| 6M | -5.7% | -12.6% | +6.9% | -1.7% |
| YTD | +7.0% | -0.5% | +7.4% | +7.2% |
| 1Y | +2.7% | +9.2% | -6.6% | -0.1% |
| All | +58.3% | +40.9% | +17.4% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling