+55.0%
JD vs DOV
+280.7%
-225.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -4.5% |
| 7D | +7.9% | -1.4% | +9.3% | +8.3% |
| 30D | +4.8% | +12.8% | -8.0% | -1.1% |
| 3M | -13.9% | +1.1% | -15.1% | -14.8% |
| 6M | -5.8% | -2.6% | -3.2% | -5.9% |
| YTD | +2.4% | +9.9% | -7.5% | -4.1% |
| 1Y | -7.5% | +19.3% | -26.9% | -16.9% |
| 3Y | +20.9% | +68.4% | -47.5% | -8.4% |
| 5Y | -58.0% | +29.1% | -87.2% | -64.5% |
| 10Y | +28.9% | +340.2% | -311.3% | -37.2% |
| All | +55.0% | +280.7% | -225.7% | -19.1% |
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 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