+12,781.7%
ECL vs DOV
+5,976.9%
+6,804.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -2.6% | -2.7% | +0.1% | -1.5% |
| 30D | -2.2% | -8.1% | +5.9% | +1.3% |
| 3M | +10.1% | -9.4% | +19.5% | +14.4% |
| 6M | -5.7% | -12.6% | +6.9% | -0.7% |
| YTD | +7.0% | -0.5% | +7.4% | +6.6% |
| 1Y | +2.7% | +9.2% | -6.6% | -2.1% |
| 3Y | +57.7% | +34.1% | +23.6% | +35.3% |
| 5Y | +31.1% | +17.3% | +13.9% | +18.5% |
| 10Y | +150.9% | +284.9% | -134.1% | +39.2% |
| All | +12,781.7% | +5,976.9% | +6,804.8% | +2,508.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling