+50.3%
EWZ vs DOV
+361.0%
-310.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.5% | -0.6% |
| 7D | +1.4% | -1.4% | +2.8% | +2.1% |
| 30D | -25.1% | +12.8% | -37.9% | -30.5% |
| 3M | -7.7% | +1.1% | -8.9% | -8.9% |
| 6M | -15.8% | -2.6% | -13.2% | -15.6% |
| YTD | +3.6% | +9.9% | -6.3% | -3.8% |
| 1Y | +5.5% | +19.3% | -13.8% | -6.8% |
| 3Y | +22.1% | +68.4% | -46.3% | -17.0% |
| 5Y | +58.3% | +29.1% | +29.2% | +24.7% |
| 10Y | +50.3% | +340.2% | -289.9% | -39.9% |
| All | +50.3% | +361.0% | -310.7% | -39.9% |
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