+54.2%
EWZ vs DOV
+29.1%
+25.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | +3.0% | -2.2% | -0.3% |
| 30D | -24.4% | +8.6% | -33.0% | -26.8% |
| 3M | -4.6% | +1.9% | -6.5% | -5.5% |
| 6M | -11.6% | -1.7% | -9.9% | -11.6% |
| YTD | +2.4% | +8.3% | -5.9% | -1.6% |
| 1Y | +2.1% | +16.6% | -14.5% | -4.6% |
| 3Y | +18.7% | +65.1% | -46.4% | -6.1% |
| All | +54.2% | +29.1% | +25.1% | +31.0% |
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 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