+585.7%
JPM vs DOV
+296.6%
+289.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.0% |
| 7D | -2.3% | -1.9% | -0.4% | -1.2% |
| 30D | -2.3% | -9.9% | +7.5% | +4.2% |
| 3M | +14.9% | -12.1% | +27.0% | +23.6% |
| 6M | +23.6% | -10.4% | +34.1% | +30.8% |
| YTD | +11.3% | -3.3% | +14.6% | +11.6% |
| 1Y | +19.9% | +7.8% | +12.1% | +11.2% |
| 3Y | +162.6% | +36.3% | +126.3% | +102.8% |
| 5Y | +154.6% | +14.8% | +139.8% | +116.5% |
| All | +585.7% | +296.6% | +289.1% | +192.3% |
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