+22.8%
ECL vs DOV
-2.9%
+25.7%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.5% | +0.4% |
| 7D | -0.5% | -1.4% | +0.8% | -0.1% |
| 30D | +8.8% | +12.8% | -4.0% | +4.4% |
| 3M | +7.8% | +1.1% | +6.7% | +7.2% |
| All | +22.8% | -2.9% | +25.7% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling