+603.9%
FICO vs DOV
+289.1%
+314.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.9% | -17.6% | -17.2% |
| 7D | -19.2% | -2.7% | -16.5% | -18.0% |
| 30D | -14.6% | -8.1% | -6.5% | -10.5% |
| 3M | -20.1% | -9.4% | -10.7% | -16.6% |
| 6M | -36.3% | -12.6% | -23.7% | -32.7% |
| YTD | -44.9% | -0.5% | -44.4% | -46.4% |
| 1Y | -38.6% | +9.2% | -47.9% | -44.0% |
| 3Y | +4.0% | +34.1% | -30.1% | -18.7% |
| 5Y | +99.5% | +17.3% | +82.3% | +66.8% |
| All | +603.9% | +289.1% | +314.8% | +215.7% |
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