+8.1%
EWZ vs DOV
+21.2%
-13.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -4.1% | +2.2% | -6.3% | -4.7% |
| 30D | -25.0% | +11.2% | -36.1% | -27.7% |
| 3M | -10.6% | +1.6% | -12.2% | -10.9% |
| 6M | -16.6% | -3.2% | -13.4% | -15.5% |
| YTD | +2.5% | +9.7% | -7.3% | -2.2% |
| 1Y | +8.1% | +20.5% | -12.5% | -2.5% |
| All | +8.1% | +21.2% | -13.1% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling