+34.3%
FANG vs DOV
+21.2%
+13.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -5.0% |
| 7D | -11.3% | +2.2% | -13.6% | -11.0% |
| 30D | -0.7% | +11.2% | -11.8% | +0.5% |
| 3M | -4.2% | +1.6% | -5.7% | -4.1% |
| 6M | -13.5% | -3.2% | -10.3% | -13.1% |
| YTD | +23.7% | +9.7% | +14.0% | +23.3% |
| 1Y | +34.3% | +20.5% | +13.8% | +31.3% |
| All | +34.3% | +21.2% | +13.1% | +31.3% |
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