+545.7%
FICO vs DOV
+333.6%
+212.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | +9.4% | +12.3% | -2.8% | +1.8% |
| 3M | -30.4% | +1.2% | -31.6% | -31.2% |
| 6M | -35.1% | -3.1% | -32.0% | -35.1% |
| YTD | -56.8% | +9.4% | -66.2% | -60.4% |
| 1Y | -58.4% | +17.6% | -76.0% | -63.6% |
| 3Y | -26.7% | +66.5% | -93.2% | -50.3% |
| 5Y | +88.0% | +29.0% | +59.0% | +47.7% |
| 10Y | +545.7% | +329.8% | +215.9% | +177.9% |
| All | +545.7% | +333.6% | +212.2% | +177.9% |
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