+125.6%
EW vs DOV
+286.8%
-161.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -5.1% | +1.3% | -6.4% | -5.7% |
| 30D | -6.4% | -8.6% | +2.3% | -2.8% |
| 3M | -1.6% | -13.1% | +11.6% | +3.9% |
| 6M | +2.3% | -8.8% | +11.1% | +5.1% |
| YTD | +1.1% | -1.2% | +2.3% | +0.1% |
| 1Y | +8.0% | +10.7% | -2.7% | +1.1% |
| 3Y | +16.3% | +39.3% | -22.9% | -6.7% |
| 5Y | -29.4% | +16.4% | -45.8% | -38.9% |
| 10Y | +125.6% | +302.5% | -176.9% | +20.5% |
| All | +125.6% | +286.8% | -161.2% | +20.5% |
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