+126.9%
FFIV vs DOV
+333.6%
-206.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | -4.2% | -0.7% | -3.4% | -3.8% |
| 30D | -33.9% | +12.3% | -46.1% | -37.8% |
| 3M | -22.6% | +1.2% | -23.8% | -23.3% |
| 6M | -10.4% | -3.1% | -7.3% | -9.8% |
| YTD | +24.3% | +9.4% | +14.9% | +16.4% |
| 1Y | +31.8% | +17.6% | +14.2% | +18.7% |
| 3Y | +99.5% | +66.5% | +33.0% | +47.1% |
| 5Y | +40.7% | +29.0% | +11.7% | +16.5% |
| 10Y | +126.9% | +329.8% | -202.9% | +16.9% |
| All | +126.9% | +333.6% | -206.7% | +16.9% |
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