+225.6%
FANG vs DOV
+14.8%
+210.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.7% |
| 30D | +2.6% | -8.9% | +11.5% | +6.7% |
| 3M | +7.6% | -13.3% | +20.8% | +13.7% |
| 6M | +17.3% | -9.7% | +27.0% | +20.2% |
| YTD | +38.7% | -2.5% | +41.1% | +35.7% |
| 1Y | +51.6% | +7.2% | +44.4% | +40.2% |
| 3Y | +50.0% | +39.4% | +10.6% | +18.9% |
| All | +225.6% | +14.8% | +210.7% | +188.3% |
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 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