+2,413.6%
IBM vs DOV
+5,976.9%
-3,563.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -0.3% | -2.7% | +2.4% | +0.7% |
| 30D | +0.3% | -8.1% | +8.4% | +3.5% |
| 3M | -21.6% | -9.4% | -12.2% | -19.1% |
| 6M | -4.7% | -12.6% | +7.9% | -1.1% |
| YTD | -19.1% | -0.5% | -18.6% | -20.4% |
| 1Y | -2.5% | +9.2% | -11.7% | -8.0% |
| 3Y | +74.2% | +34.1% | +40.0% | +49.6% |
| 5Y | +113.1% | +17.3% | +95.9% | +89.5% |
| 10Y | +133.5% | +284.9% | -151.4% | +28.2% |
| All | +2,413.6% | +5,976.9% | -3,563.3% | +414.9% |
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