+11.4%
FPS vs DOV
-10.6%
+22.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +1.9% |
| 7D | +10.4% | +2.5% | +7.9% | +7.1% |
| 30D | -16.5% | -7.5% | -9.0% | -8.1% |
| 3M | -45.5% | -9.7% | -35.8% | -38.7% |
| 6M | +2.1% | -6.1% | +8.2% | +6.0% |
| All | +11.4% | -10.6% | +22.0% | +25.9% |
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