+2,221.0%
JCI vs DOV
+6,514.7%
-4,293.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +3.2% | +3.0% | +0.2% | +1.6% |
| 30D | -8.6% | +8.6% | -17.2% | -12.4% |
| 3M | -7.7% | +1.9% | -9.6% | -8.6% |
| 6M | -2.6% | -1.7% | -0.9% | -1.7% |
| YTD | +17.4% | +8.3% | +9.0% | +12.3% |
| 1Y | +16.9% | +16.6% | +0.4% | +7.4% |
| 3Y | +186.7% | +65.1% | +121.6% | +117.9% |
| 5Y | +95.4% | +29.2% | +66.2% | +68.7% |
| 10Y | +292.7% | +329.7% | -36.9% | +82.5% |
| All | +2,221.0% | +6,514.7% | -4,293.7% | +230.4% |
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