+17.6%
JD vs DOV
+294.8%
-277.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.5% |
| 7D | -0.8% | +2.5% | -3.3% | -1.9% |
| 30D | -16.0% | -7.5% | -8.5% | -13.1% |
| 3M | -3.2% | -9.7% | +6.5% | +0.6% |
| 6M | +6.1% | -6.1% | +12.1% | +7.7% |
| YTD | -0.1% | +0.5% | -0.6% | -2.2% |
| 1Y | -12.7% | +10.5% | -23.3% | -18.8% |
| 3Y | -6.3% | +41.7% | -48.0% | -23.0% |
| 5Y | -61.3% | +18.4% | -79.8% | -66.0% |
| 10Y | +17.6% | +289.8% | -272.1% | -30.3% |
| All | +17.6% | +294.8% | -277.1% | -30.3% |
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 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