+75.8%
GM vs DOV
+14.8%
+60.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.2% |
| 7D | -2.4% | -2.0% | -0.5% | -1.1% |
| 30D | -1.1% | -8.9% | +7.8% | +5.6% |
| 3M | +6.1% | -13.3% | +19.4% | +16.8% |
| 6M | +15.0% | -9.7% | +24.6% | +22.2% |
| YTD | +6.0% | -2.5% | +8.4% | +5.8% |
| 1Y | +47.1% | +7.2% | +39.9% | +35.8% |
| 3Y | +170.5% | +39.4% | +131.1% | +91.1% |
| All | +75.8% | +14.8% | +60.9% | +39.4% |
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