+348.1%
FERG vs DOV
+296.6%
+51.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.3% |
| 30D | -11.8% | -9.9% | -1.9% | -8.5% |
| 3M | -1.2% | -12.1% | +10.9% | +3.2% |
| 6M | -2.3% | -10.4% | +8.1% | +1.5% |
| YTD | +0.8% | -3.3% | +4.1% | +2.2% |
| 1Y | +0.5% | +7.8% | -7.3% | -1.8% |
| 3Y | +51.4% | +36.3% | +15.0% | +39.3% |
| 5Y | +67.5% | +14.8% | +52.7% | +56.4% |
| All | +348.1% | +296.6% | +51.5% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling