+2,896.1%
FITB vs DOV
+5,976.9%
-3,080.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | +0.6% | -2.7% | +3.3% | +2.4% |
| 30D | -4.7% | -8.1% | +3.3% | +0.8% |
| 3M | +6.7% | -9.4% | +16.1% | +13.1% |
| 6M | +12.6% | -12.6% | +25.2% | +22.0% |
| YTD | +19.1% | -0.5% | +19.6% | +18.0% |
| 1Y | +22.6% | +9.2% | +13.4% | +13.2% |
| 3Y | +127.1% | +34.1% | +93.0% | +81.1% |
| 5Y | +71.8% | +17.3% | +54.6% | +49.7% |
| 10Y | +287.2% | +284.9% | +2.3% | +60.9% |
| All | +2,896.1% | +5,976.9% | -3,080.8% | +314.4% |
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 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