+40.5%
ECL vs DOV
+30.7%
+9.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.5% | -0.1% |
| 7D | -0.5% | -1.4% | +0.8% | +0.1% |
| 30D | +8.8% | +12.8% | -4.0% | +2.5% |
| 3M | +7.8% | +1.1% | +6.7% | +7.0% |
| 6M | +21.3% | -2.6% | +23.9% | +22.1% |
| YTD | +17.8% | +9.9% | +7.9% | +11.5% |
| 1Y | +21.1% | +19.3% | +1.8% | +9.9% |
| 3Y | +80.1% | +68.4% | +11.7% | +25.9% |
| 5Y | +40.5% | +29.1% | +11.3% | +13.2% |
| All | +40.5% | +30.7% | +9.7% | +13.2% |
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