+700.6%
IYR vs DOV
+899.8%
-199.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.2% |
| 7D | -1.2% | -2.7% | +1.4% | +0.1% |
| 30D | -2.9% | -8.1% | +5.2% | +1.3% |
| 3M | +0.8% | -9.4% | +10.2% | +5.2% |
| 6M | +1.9% | -12.6% | +14.5% | +7.8% |
| YTD | +9.6% | -0.5% | +10.1% | +8.2% |
| 1Y | +8.1% | +9.2% | -1.2% | +1.1% |
| 3Y | +29.2% | +34.1% | -4.9% | +6.3% |
| 5Y | +4.3% | +17.3% | -13.0% | -9.3% |
| 10Y | +64.7% | +284.9% | -220.2% | -26.7% |
| All | +700.6% | +899.8% | -199.2% | +76.0% |
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 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