-1.6%
F vs DOV
+18.5%
-20.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.8% | -1.2% |
| 7D | -0.6% | -1.4% | +0.7% | -0.1% |
| 30D | +2.9% | +12.8% | -9.9% | -2.2% |
| 3M | -9.5% | +1.1% | -10.6% | -9.9% |
| 6M | +4.0% | -2.6% | +6.6% | +5.3% |
| YTD | -1.3% | +9.9% | -11.2% | -7.2% |
| All | -1.6% | +18.5% | -20.1% | -14.5% |
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