+693.0%
FN vs DOV
+325.7%
+367.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.5% |
| 7D | +0.3% | +3.0% | -2.7% | -1.5% |
| 30D | -16.5% | +8.6% | -25.1% | -20.6% |
| 3M | -42.1% | +1.9% | -44.0% | -42.5% |
| 6M | -52.9% | -1.7% | -51.2% | -52.3% |
| YTD | -28.0% | +8.3% | -36.3% | -31.8% |
| 1Y | -18.5% | +16.6% | -35.1% | -26.4% |
| 3Y | +93.9% | +65.1% | +28.7% | +43.2% |
| 5Y | +170.5% | +29.2% | +141.3% | +127.8% |
| All | +693.0% | +325.7% | +367.3% | +361.5% |
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