+5,150.0%
FFIV vs DOV
+1,136.3%
+4,013.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -1.0% |
| 7D | -1.0% | -2.7% | +1.7% | +0.7% |
| 30D | -5.1% | -8.1% | +3.0% | +0.2% |
| 3M | -4.5% | -9.4% | +5.0% | +1.1% |
| 6M | +36.5% | -12.6% | +49.1% | +46.2% |
| YTD | +53.0% | -0.5% | +53.4% | +50.1% |
| 1Y | +24.2% | +9.2% | +15.0% | +13.7% |
| 3Y | +137.2% | +34.1% | +103.1% | +85.6% |
| 5Y | +91.8% | +17.3% | +74.5% | +61.6% |
| 10Y | +215.2% | +284.9% | -69.7% | +6.1% |
| All | +5,150.0% | +1,136.3% | +4,013.7% | +700.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling