+80,079.1%
FICO vs DOV
+6,499.6%
+73,579.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | +1.4% | +3.4% | -2.0% | -0.2% |
| 30D | -0.8% | +8.8% | -9.6% | -5.0% |
| 3M | -31.3% | +0.9% | -32.2% | -31.8% |
| 6M | -33.9% | -2.8% | -31.1% | -34.0% |
| YTD | -57.6% | +8.1% | -65.7% | -60.0% |
| 1Y | -59.7% | +15.2% | -74.9% | -63.1% |
| 3Y | -28.0% | +64.5% | -92.6% | -45.3% |
| 5Y | +91.0% | +28.9% | +62.1% | +61.6% |
| 10Y | +529.4% | +328.7% | +200.7% | +207.1% |
| All | +80,079.1% | +6,499.6% | +73,579.6% | +22,705.9% |
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