+154.7%
EWJ vs DOV
+1,961.4%
-1,806.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +2.9% | +2.5% | +0.3% | +1.9% |
| 30D | +1.1% | -7.5% | +8.6% | +4.0% |
| 3M | +7.1% | -9.7% | +16.8% | +10.9% |
| 6M | +16.2% | -6.1% | +22.3% | +18.4% |
| YTD | +22.0% | +0.5% | +21.5% | +21.2% |
| 1Y | +26.2% | +10.5% | +15.7% | +20.8% |
| 3Y | +73.5% | +41.7% | +31.8% | +49.8% |
| 5Y | +52.7% | +18.4% | +34.3% | +38.7% |
| 10Y | +138.5% | +289.8% | -151.3% | +34.4% |
| All | +154.7% | +1,961.4% | -1,806.7% | -22.5% |
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 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