+59.8%
FROG vs DOV
+99.3%
-39.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +17.0% | -0.7% | +17.8% | +17.7% |
| 30D | +1.3% | +12.3% | -11.0% | -3.1% |
| 3M | +17.5% | +1.2% | +16.3% | +16.9% |
| 6M | +46.8% | -3.1% | +49.8% | +47.4% |
| YTD | +65.8% | +9.4% | +56.4% | +54.7% |
| 1Y | +61.0% | +17.6% | +43.4% | +44.7% |
| 3Y | +296.7% | +66.5% | +230.2% | +198.3% |
| 5Y | +177.8% | +29.0% | +148.8% | +115.1% |
| All | +59.8% | +99.3% | -39.4% | +22.1% |
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