+349.8%
EWZ vs DOV
+953.8%
-604.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | -1.5% | -1.9% | +0.4% | -0.4% |
| 30D | -24.5% | +8.3% | -32.8% | -28.8% |
| 3M | -10.7% | -3.1% | -7.6% | -9.6% |
| 6M | -19.1% | -9.8% | -9.3% | -14.7% |
| YTD | +1.6% | +5.2% | -3.6% | -3.9% |
| 1Y | +4.3% | +15.3% | -11.0% | -7.4% |
| 3Y | +19.0% | +58.8% | -39.8% | -18.7% |
| 5Y | +57.7% | +26.6% | +31.1% | +21.2% |
| 10Y | +51.3% | +351.6% | -300.3% | -53.9% |
| All | +349.8% | +953.8% | -604.0% | -37.5% |
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