-61.3%
JD vs DOV
+17.7%
-79.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.4% |
| 7D | -1.7% | -2.7% | +1.0% | -0.3% |
| 30D | -13.2% | -8.1% | -5.1% | -9.4% |
| 3M | -3.2% | -9.4% | +6.2% | +0.8% |
| 6M | +15.2% | -12.6% | +27.8% | +21.5% |
| YTD | +2.0% | -0.5% | +2.5% | -0.6% |
| 1Y | -5.4% | +9.2% | -14.6% | -13.2% |
| 3Y | -9.1% | +34.1% | -43.2% | -27.8% |
| All | -61.3% | +17.7% | -79.0% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling