+1,443.7%
FANG vs DOV
+548.6%
+895.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.9% |
| 7D | +1.2% | -1.9% | +3.1% | +2.5% |
| 30D | +2.4% | -9.9% | +12.3% | +10.1% |
| 3M | +5.1% | -12.1% | +17.2% | +13.6% |
| 6M | +16.4% | -10.4% | +26.9% | +21.9% |
| YTD | +39.0% | -3.3% | +42.3% | +36.2% |
| 1Y | +50.6% | +7.8% | +42.9% | +34.5% |
| 3Y | +46.9% | +36.3% | +10.6% | +5.4% |
| 5Y | +238.2% | +14.8% | +223.4% | +169.6% |
| 10Y | +181.3% | +294.0% | -112.7% | -14.8% |
| All | +1,443.7% | +548.6% | +895.1% | +307.1% |
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