+4,064.1%
FDX vs DOV
+6,579.3%
-2,515.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | +9.5% | +12.3% | -2.8% | +2.9% |
| 3M | -1.3% | +1.2% | -2.5% | -2.2% |
| 6M | +5.5% | -3.1% | +8.6% | +6.6% |
| YTD | +38.9% | +9.4% | +29.5% | +31.7% |
| 1Y | +58.8% | +17.6% | +41.2% | +44.9% |
| 3Y | +71.1% | +66.5% | +4.6% | +29.3% |
| 5Y | +76.3% | +29.0% | +47.3% | +50.8% |
| 10Y | +153.4% | +329.8% | -176.4% | +18.0% |
| All | +4,064.1% | +6,579.3% | -2,515.2% | +462.8% |
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