+18.9%
ELV vs DOV
+15.8%
+3.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.9% |
| 7D | -2.2% | +1.3% | -3.5% | -2.5% |
| 30D | -0.2% | -8.6% | +8.4% | +1.7% |
| 3M | -6.1% | -13.1% | +7.0% | -3.5% |
| 6M | +42.8% | -8.8% | +51.6% | +44.9% |
| YTD | +14.4% | -1.2% | +15.6% | +13.9% |
| 1Y | +28.6% | +10.7% | +17.9% | +25.0% |
| 3Y | -7.4% | +39.3% | -46.7% | -16.3% |
| All | +18.9% | +15.8% | +3.2% | +10.1% |
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