-55.6%
FN vs DOV
-8.5%
-47.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.7% | -9.5% | -10.8% |
| 7D | -16.0% | -3.7% | -12.3% | -13.4% |
| 30D | -40.1% | +5.6% | -45.7% | -41.7% |
| 3M | -43.9% | -3.5% | -40.4% | -42.0% |
| 6M | -55.6% | -8.9% | -46.7% | -51.1% |
| All | -55.6% | -8.5% | -47.1% | -51.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling