-58.5%
FICO vs DOV
+15.9%
-74.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.2% | +3.0% | -0.8% | +2.0% |
| 30D | +0.1% | +8.6% | -8.5% | -0.5% |
| 3M | -35.2% | +1.9% | -37.0% | -35.6% |
| 6M | -32.4% | -1.7% | -30.7% | -32.7% |
| YTD | -57.4% | +8.3% | -65.7% | -60.9% |
| 1Y | -58.5% | +16.6% | -75.1% | -64.1% |
| All | -58.5% | +15.9% | -74.5% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling