+2,625.3%
FN vs DOV
+830.7%
+1,794.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.7% | -9.5% | -11.1% |
| 7D | -16.0% | -3.7% | -12.3% | -13.7% |
| 30D | -40.1% | +5.6% | -45.7% | -42.2% |
| 3M | -43.9% | -3.5% | -40.4% | -42.4% |
| 6M | -55.6% | -8.9% | -46.7% | -52.9% |
| YTD | -35.7% | +4.5% | -40.2% | -37.7% |
| 1Y | -39.8% | +13.9% | -53.7% | -44.9% |
| 3Y | +80.3% | +55.9% | +24.4% | +37.1% |
| 5Y | +143.3% | +25.8% | +117.5% | +109.2% |
| 10Y | +682.3% | +348.8% | +333.5% | +192.5% |
| All | +2,625.3% | +830.7% | +1,794.6% | +547.2% |
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