+29.6%
EMB vs DOV
+65.5%
-36.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -0.9% | +3.0% | -3.9% | -1.2% |
| 30D | +0.4% | +8.6% | -8.2% | -0.7% |
| 3M | -3.1% | +1.9% | -5.0% | -3.4% |
| 6M | -2.1% | -1.7% | -0.4% | -2.1% |
| YTD | -1.1% | +8.3% | -9.4% | -2.4% |
| 1Y | -0.1% | +16.6% | -16.6% | -2.3% |
| 3Y | +29.6% | +65.1% | -35.5% | +16.6% |
| All | +29.6% | +65.5% | -36.0% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling