-35.8%
FRMI vs DOV
-5.3%
-30.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +4.7% |
| 7D | +2.4% | -2.7% | +5.1% | +4.3% |
| 30D | -17.3% | -8.1% | -9.2% | -12.4% |
| 3M | -17.2% | -9.4% | -7.7% | -14.1% |
| All | -35.8% | -5.3% | -30.5% | -34.6% |
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 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