+3,916.3%
FDX vs DOV
+6,322.5%
-2,406.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -3.1% |
| 7D | -1.6% | -1.9% | +0.2% | -0.7% |
| 30D | +6.6% | +8.3% | -1.7% | +2.1% |
| 3M | -2.1% | -3.1% | +1.0% | -0.7% |
| 6M | +2.2% | -9.8% | +12.0% | +7.1% |
| YTD | +33.9% | +5.2% | +28.8% | +29.6% |
| 1Y | +50.2% | +15.3% | +34.9% | +38.5% |
| 3Y | +65.5% | +58.8% | +6.8% | +28.2% |
| 5Y | +74.1% | +26.6% | +47.5% | +50.4% |
| 10Y | +156.7% | +351.6% | -195.0% | +16.8% |
| All | +3,916.3% | +6,322.5% | -2,406.2% | +454.0% |
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