-6.6%
FXI vs DOV
+16.3%
-22.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.7% |
| 7D | -2.8% | +1.3% | -4.1% | -3.3% |
| 30D | -5.3% | -8.6% | +3.3% | -2.3% |
| 3M | +0.3% | -13.1% | +13.5% | +5.0% |
| 6M | -4.6% | -8.8% | +4.2% | -2.3% |
| YTD | -9.1% | -1.2% | -7.9% | -10.0% |
| 1Y | -12.0% | +10.7% | -22.7% | -17.1% |
| 3Y | +38.6% | +39.3% | -0.6% | +16.0% |
| 5Y | -6.6% | +16.4% | -23.0% | -18.2% |
| All | -6.6% | +16.3% | -22.9% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling