-64.8%
FIS vs DOV
+13.3%
-78.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.0% |
| 7D | -8.9% | -1.9% | -7.0% | -8.2% |
| 30D | -9.9% | -9.9% | 0.0% | -6.1% |
| 3M | 0.0% | -12.1% | +12.1% | +4.5% |
| 6M | -22.9% | -10.4% | -12.5% | -20.8% |
| YTD | -40.9% | -3.3% | -37.6% | -41.8% |
| 1Y | -40.4% | +7.8% | -48.2% | -44.7% |
| 3Y | -25.4% | +36.3% | -61.7% | -41.9% |
| 5Y | -64.8% | +14.8% | -79.6% | -72.4% |
| All | -64.8% | +13.3% | -78.1% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling