-4.2%
JD vs DOV
+39.5%
-43.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.5% |
| 7D | -1.7% | -2.7% | +1.0% | -0.5% |
| 30D | -13.2% | -8.1% | -5.1% | -10.0% |
| 3M | -3.2% | -9.4% | +6.2% | +0.2% |
| 6M | +15.2% | -12.6% | +27.8% | +20.7% |
| YTD | +2.0% | -0.5% | +2.5% | -1.0% |
| 1Y | -5.4% | +9.2% | -14.6% | -13.4% |
| All | -4.2% | +39.5% | -43.7% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling