+330.8%
JCI vs DOV
+296.6%
+34.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -0.1% |
| 7D | +0.4% | -1.9% | +2.3% | +1.7% |
| 30D | -7.7% | -9.9% | +2.2% | -1.1% |
| 3M | +2.8% | -12.1% | +14.9% | +11.5% |
| 6M | +7.2% | -10.4% | +17.7% | +15.0% |
| YTD | +20.0% | -3.3% | +23.3% | +22.0% |
| 1Y | +33.3% | +7.8% | +25.5% | +25.3% |
| 3Y | +161.3% | +36.3% | +125.0% | +108.1% |
| 5Y | +108.8% | +14.8% | +94.0% | +84.1% |
| All | +330.8% | +296.6% | +34.2% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling