+129.0%
FITB vs DOV
+38.7%
+90.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.5% |
| 7D | -0.4% | +1.3% | -1.7% | -1.2% |
| 30D | -5.1% | -8.6% | +3.5% | +0.4% |
| 3M | +3.5% | -13.1% | +16.7% | +12.5% |
| 6M | +17.2% | -8.8% | +26.0% | +22.8% |
| YTD | +17.6% | -1.2% | +18.9% | +16.3% |
| 1Y | +23.4% | +10.7% | +12.7% | +12.0% |
| All | +129.0% | +38.7% | +90.2% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling