+2,900.6%
FITB vs DOV
+6,514.7%
-3,614.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.8% | +3.0% | -0.2% | +0.7% |
| 30D | +9.8% | +8.6% | +1.2% | +3.6% |
| 3M | -5.2% | +1.9% | -7.0% | -6.7% |
| 6M | +17.3% | -1.7% | +19.0% | +17.3% |
| YTD | +19.3% | +8.3% | +11.0% | +11.2% |
| 1Y | +32.7% | +16.6% | +16.1% | +17.7% |
| 3Y | +141.6% | +65.1% | +76.5% | +66.8% |
| 5Y | +48.9% | +29.2% | +19.7% | +21.4% |
| 10Y | +216.5% | +329.7% | -113.2% | +22.6% |
| All | +2,900.6% | +6,514.7% | -3,614.1% | +290.6% |
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 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