+576.2%
FE vs DOV
+1,306.8%
-730.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +1.9% | -2.7% | +4.6% | +2.7% |
| 30D | -1.2% | -8.1% | +6.9% | +1.0% |
| 3M | +3.5% | -9.4% | +12.9% | +5.9% |
| 6M | -6.1% | -12.6% | +6.5% | -3.2% |
| YTD | +7.6% | -0.5% | +8.1% | +6.9% |
| 1Y | +11.9% | +9.2% | +2.7% | +8.0% |
| 3Y | +48.4% | +34.1% | +14.3% | +32.7% |
| 5Y | +44.8% | +17.3% | +27.5% | +32.8% |
| 10Y | +115.9% | +284.9% | -169.0% | +41.2% |
| All | +576.2% | +1,306.8% | -730.6% | +194.2% |
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