-0.2%
FERG vs DOV
+7.7%
-7.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.3% |
| 7D | -1.0% | -1.9% | +0.9% | +0.2% |
| 30D | -11.8% | -9.9% | -1.9% | -6.0% |
| 3M | -1.2% | -12.1% | +10.9% | +6.5% |
| 6M | -2.3% | -10.4% | +8.1% | +4.0% |
| YTD | +0.8% | -3.3% | +4.1% | +3.3% |
| All | -0.2% | +7.7% | -7.9% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling