+29.7%
EMB vs DOV
+296.6%
-266.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | -1.1% | -9.9% | +8.8% | +0.7% |
| 3M | -0.8% | -12.1% | +11.4% | +1.3% |
| 6M | -0.1% | -10.4% | +10.4% | +1.5% |
| YTD | +0.4% | -3.3% | +3.8% | +0.6% |
| 1Y | +3.3% | +7.8% | -4.5% | +1.3% |
| 3Y | +29.0% | +36.3% | -7.3% | +19.8% |
| 5Y | +6.3% | +14.8% | -8.5% | +0.5% |
| All | +29.7% | +296.6% | -266.9% | +7.4% |
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