+7,464.4%
EW vs DOV
+1,007.4%
+6,456.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +9.3% | -0.7% | +10.0% | +9.4% |
| 30D | +22.1% | +12.3% | +9.8% | +17.5% |
| 3M | +13.0% | +1.2% | +11.8% | +12.3% |
| 6M | +30.1% | -3.1% | +33.1% | +30.5% |
| YTD | +22.0% | +9.4% | +12.6% | +17.3% |
| 1Y | +23.7% | +17.6% | +6.1% | +16.1% |
| 3Y | +62.0% | +66.5% | -4.5% | +32.4% |
| 5Y | -12.4% | +29.0% | -41.4% | -22.8% |
| 10Y | +236.1% | +329.8% | -93.8% | +104.9% |
| All | +7,464.4% | +1,007.4% | +6,456.9% | +2,953.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling