+34.8%
FROG vs DOV
+79.9%
-45.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | -4.8% | +1.3% | -6.1% | -5.4% |
| 30D | -0.9% | -8.6% | +7.7% | +2.7% |
| 3M | +7.5% | -13.1% | +20.6% | +12.9% |
| 6M | +107.0% | -8.8% | +115.8% | +110.8% |
| YTD | +39.8% | -1.2% | +41.0% | +35.9% |
| 1Y | +74.8% | +10.7% | +64.1% | +59.9% |
| 3Y | +219.3% | +39.3% | +180.0% | +158.5% |
| 5Y | +133.0% | +16.4% | +116.5% | +86.7% |
| All | +34.8% | +79.9% | -45.1% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling