+49.2%
EWJ vs DOV
+13.3%
+35.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | -1.5% | -1.9% | +0.4% | -0.8% |
| 30D | +0.2% | -9.9% | +10.0% | +4.3% |
| 3M | +8.6% | -12.1% | +20.7% | +13.9% |
| 6M | +12.1% | -10.4% | +22.6% | +16.5% |
| YTD | +20.1% | -3.3% | +23.4% | +21.1% |
| 1Y | +25.2% | +7.8% | +17.4% | +20.7% |
| 3Y | +70.8% | +36.3% | +34.4% | +47.7% |
| 5Y | +49.2% | +14.8% | +34.4% | +33.1% |
| All | +49.2% | +13.3% | +35.9% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling