+40.9%
FFIV vs DOV
+30.7%
+10.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | -0.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.4% |
| 30D | -33.8% | +12.8% | -46.6% | -38.0% |
| 3M | -20.6% | +1.1% | -21.8% | -21.4% |
| 6M | -10.2% | -2.6% | -7.6% | -9.9% |
| YTD | +24.5% | +9.9% | +14.6% | +15.3% |
| 1Y | +29.3% | +19.3% | +10.0% | +13.9% |
| 3Y | +103.8% | +68.4% | +35.4% | +40.6% |
| 5Y | +40.9% | +29.1% | +11.7% | +10.6% |
| All | +40.9% | +30.7% | +10.1% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling