+173.5%
FN vs DOV
+25.3%
+148.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.6% | +11.0% | +11.1% |
| 7D | 0.0% | -1.9% | +1.8% | +1.7% |
| 30D | -34.3% | +8.3% | -42.6% | -38.3% |
| 3M | -39.9% | -3.1% | -36.8% | -38.0% |
| 6M | -51.8% | -9.8% | -42.0% | -47.7% |
| YTD | -28.1% | +5.2% | -33.3% | -31.7% |
| 1Y | -29.1% | +15.3% | -44.4% | -37.5% |
| 3Y | +102.4% | +58.8% | +43.7% | +40.5% |
| All | +173.5% | +25.3% | +148.2% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling