-83.4%
FRMI vs DOV
+14.4%
-97.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.5% |
| 7D | +10.9% | -1.9% | +12.8% | +12.1% |
| 30D | -24.3% | -9.9% | -14.4% | -20.6% |
| 3M | -21.8% | -12.1% | -9.7% | -17.7% |
| 6M | -33.0% | -10.4% | -22.6% | -30.6% |
| YTD | -32.6% | -3.3% | -29.3% | -27.5% |
| All | -83.4% | +14.4% | -97.9% | -80.5% |
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