+141.9%
EWJ vs DOV
+300.2%
-158.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +0.3% | -2.0% | +2.3% | +1.0% |
| 30D | +0.8% | -8.9% | +9.7% | +4.3% |
| 3M | +7.5% | -13.3% | +20.8% | +13.0% |
| 6M | +15.6% | -9.7% | +25.3% | +19.5% |
| YTD | +22.7% | -2.5% | +25.2% | +23.3% |
| 1Y | +26.4% | +7.2% | +19.2% | +22.3% |
| 3Y | +72.5% | +39.4% | +33.1% | +49.8% |
| 5Y | +52.4% | +15.8% | +36.6% | +39.1% |
| All | +141.9% | +300.2% | -158.3% | +56.0% |
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