+499.7%
FICO vs DOV
+342.9%
+156.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | -0.9% | -1.9% | +0.9% | 0.0% |
| 30D | +3.3% | +8.3% | -4.9% | -1.7% |
| 3M | -31.7% | -3.1% | -28.7% | -30.8% |
| 6M | -34.0% | -9.8% | -24.2% | -31.2% |
| YTD | -58.3% | +5.2% | -63.5% | -60.9% |
| 1Y | -57.9% | +15.3% | -73.3% | -62.8% |
| 3Y | -24.1% | +58.8% | -82.8% | -46.9% |
| 5Y | +85.3% | +26.6% | +58.7% | +47.3% |
| All | +499.7% | +342.9% | +156.7% | +175.3% |
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