+465.0%
JPM vs DOV
+325.7%
+139.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +3.5% | +3.0% | +0.5% | +1.5% |
| 30D | +3.3% | +8.6% | -5.3% | -2.2% |
| 3M | -4.2% | +1.9% | -6.0% | -5.7% |
| 6M | +16.4% | -1.7% | +18.1% | +16.2% |
| YTD | +9.5% | +8.3% | +1.2% | +1.8% |
| 1Y | +14.0% | +16.6% | -2.5% | +0.9% |
| 3Y | +153.1% | +65.1% | +88.0% | +71.1% |
| 5Y | +134.9% | +29.2% | +105.7% | +84.5% |
| All | +465.0% | +325.7% | +139.3% | +119.2% |
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