-80.8%
FIG vs DOV
+4.6%
-85.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | -0.1% |
| 7D | -12.2% | -1.9% | -10.3% | -12.8% |
| 30D | -11.0% | -9.9% | -1.1% | -14.1% |
| 3M | +11.9% | -12.1% | +24.0% | +6.6% |
| 6M | -21.9% | -10.4% | -11.5% | -25.6% |
| YTD | -40.8% | -3.3% | -37.4% | -43.6% |
| 1Y | -56.6% | +7.8% | -64.4% | -58.8% |
| All | -80.8% | +4.6% | -85.4% | -81.9% |
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