+8.1%
FPS vs DOV
-11.5%
+19.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +1.3% |
| 7D | +3.1% | -2.7% | +5.8% | +6.6% |
| 30D | -18.6% | -8.1% | -10.5% | -9.7% |
| 3M | -51.5% | -9.4% | -42.1% | -45.8% |
| 6M | -8.5% | -12.6% | +4.1% | +8.9% |
| All | +8.1% | -11.5% | +19.6% | +23.6% |
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