+33.3%
JCI vs DOV
+8.0%
+25.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -0.3% |
| 7D | +0.4% | -1.9% | +2.3% | +1.5% |
| 30D | -7.7% | -9.9% | +2.2% | -2.2% |
| 3M | +2.8% | -12.1% | +14.9% | +10.3% |
| 6M | +7.2% | -10.4% | +17.7% | +14.1% |
| YTD | +20.0% | -3.3% | +23.3% | +25.9% |
| 1Y | +33.3% | +7.8% | +25.5% | +36.3% |
| All | +33.3% | +8.0% | +25.2% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling