+192.5%
JNJ vs DOV
+300.2%
-107.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -3.5% | -2.0% | -1.5% | -3.1% |
| 30D | +2.3% | -8.9% | +11.2% | +4.5% |
| 3M | +12.0% | -13.3% | +25.2% | +15.3% |
| 6M | +10.5% | -9.7% | +20.1% | +12.4% |
| YTD | +30.4% | -2.5% | +32.8% | +29.9% |
| 1Y | +52.1% | +7.2% | +44.9% | +47.8% |
| 3Y | +77.8% | +39.4% | +38.4% | +57.7% |
| 5Y | +82.9% | +15.8% | +67.1% | +68.6% |
| All | +192.5% | +300.2% | -107.6% | +98.0% |
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