+148.3%
IBM vs DOV
+29.3%
+119.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +10.1% | +11.3% | -1.2% | +6.9% |
| 3M | +4.8% | +2.2% | +2.7% | +4.0% |
| 6M | +12.6% | -2.9% | +15.5% | +12.7% |
| YTD | -13.9% | +9.6% | -23.5% | -18.0% |
| 1Y | -18.7% | +16.7% | -35.4% | -24.4% |
| 3Y | +81.9% | +66.9% | +15.0% | +47.8% |
| 5Y | +148.3% | +32.0% | +116.3% | +105.0% |
| All | +148.3% | +29.3% | +119.0% | +105.0% |
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