+152.5%
JPM vs DOV
+16.3%
+136.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.2% |
| 7D | -0.4% | +1.3% | -1.8% | -1.1% |
| 30D | -1.4% | -8.6% | +7.2% | +3.2% |
| 3M | +13.9% | -13.1% | +27.1% | +21.8% |
| 6M | +23.5% | -8.8% | +32.3% | +28.2% |
| YTD | +11.6% | -1.2% | +12.9% | +10.6% |
| 1Y | +21.4% | +10.7% | +10.7% | +12.4% |
| 3Y | +163.4% | +39.3% | +124.2% | +111.1% |
| 5Y | +152.5% | +16.4% | +136.1% | +116.3% |
| All | +152.5% | +16.3% | +136.2% | +116.3% |
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 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