+200.3%
FXI vs DOV
+1,126.9%
-926.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.2% | +3.0% | -7.2% | -6.0% |
| 30D | -1.1% | +8.6% | -9.7% | -6.2% |
| 3M | -4.0% | +1.9% | -5.8% | -5.6% |
| 6M | -11.8% | -1.7% | -10.2% | -12.4% |
| YTD | -11.9% | +8.3% | -20.2% | -18.2% |
| 1Y | -16.1% | +16.6% | -32.7% | -25.6% |
| 3Y | +38.8% | +65.1% | -26.3% | -4.0% |
| 5Y | -9.1% | +29.2% | -38.2% | -28.9% |
| 10Y | +18.4% | +329.7% | -311.3% | -63.6% |
| All | +200.3% | +1,126.9% | -926.6% | -64.8% |
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