+132.6%
JPM vs DOV
+29.5%
+103.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | +1.6% | +3.4% | -1.8% | -0.1% |
| 30D | +3.4% | +8.8% | -5.4% | -1.1% |
| 3M | -5.7% | +0.9% | -6.6% | -6.3% |
| 6M | +13.5% | -2.8% | +16.4% | +14.3% |
| YTD | +8.4% | +8.1% | +0.4% | +2.4% |
| 1Y | +9.1% | +15.2% | -6.2% | -0.6% |
| 3Y | +149.5% | +64.5% | +85.0% | +82.0% |
| 5Y | +132.6% | +28.9% | +103.7% | +85.2% |
| All | +132.6% | +29.5% | +103.1% | +85.2% |
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 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