-21.7%
FN vs DOV
+18.5%
-40.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.5% | +7.4% | +8.1% |
| 7D | +16.3% | -1.4% | +17.6% | +17.8% |
| 30D | -24.7% | +12.8% | -37.5% | -30.9% |
| 3M | -34.9% | +1.1% | -36.1% | -35.1% |
| 6M | -41.1% | -2.6% | -38.5% | -39.8% |
| YTD | -19.6% | +9.9% | -29.5% | -25.5% |
| All | -21.7% | +18.5% | -40.2% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling