+39.7%
EFX vs DOV
+300.2%
-260.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | -4.5% | -2.0% | -2.6% | -3.6% |
| 30D | -6.1% | -8.9% | +2.8% | -1.5% |
| 3M | +6.2% | -13.3% | +19.5% | +13.4% |
| 6M | -11.2% | -9.7% | -1.6% | -7.8% |
| YTD | -21.4% | -2.5% | -19.0% | -22.1% |
| 1Y | -34.3% | +7.2% | -41.5% | -38.5% |
| 3Y | -12.5% | +39.4% | -51.9% | -29.6% |
| 5Y | -35.6% | +15.8% | -51.4% | -43.6% |
| All | +39.7% | +300.2% | -260.5% | -13.5% |
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