+2,112.4%
FTI vs DOV
+1,052.3%
+1,060.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | -0.2% | +2.5% | -2.7% | -2.1% |
| 30D | +12.3% | -7.5% | +19.9% | +18.8% |
| 3M | +13.8% | -9.7% | +23.4% | +21.1% |
| 6M | +24.3% | -6.1% | +30.4% | +27.3% |
| YTD | +75.8% | +0.5% | +75.3% | +70.4% |
| 1Y | +99.6% | +10.5% | +89.1% | +79.4% |
| 3Y | +278.4% | +41.7% | +236.7% | +176.7% |
| 5Y | +1,168.7% | +18.4% | +1,150.2% | +939.4% |
| 10Y | +297.5% | +289.8% | +7.8% | +39.7% |
| All | +2,112.4% | +1,052.3% | +1,060.0% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling