-11.9%
FXI vs DOV
+8.0%
-20.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -2.8% | -1.9% | -0.9% | -2.5% |
| 30D | -3.7% | -9.9% | +6.2% | -2.2% |
| 3M | -0.4% | -12.1% | +11.7% | +1.2% |
| 6M | -5.4% | -10.4% | +5.0% | -4.6% |
| YTD | -9.6% | -3.3% | -6.3% | -10.0% |
| 1Y | -11.9% | +7.8% | -19.7% | -14.3% |
| All | -11.9% | +8.0% | -20.0% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling