+50.9%
FERG vs DOV
+38.7%
+12.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.3% |
| 7D | +0.9% | +1.3% | -0.4% | 0.0% |
| 30D | -15.1% | -8.6% | -6.4% | -9.9% |
| 3M | -4.8% | -13.1% | +8.3% | +3.9% |
| 6M | -2.5% | -8.8% | +6.4% | +3.0% |
| YTD | +1.8% | -1.2% | +3.0% | +2.1% |
| 1Y | -0.3% | +10.7% | -11.0% | -7.4% |
| All | +50.9% | +38.7% | +12.1% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling