+11,186.3%
JPM vs DOV
+5,976.9%
+5,209.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.5% |
| 7D | +0.3% | -2.7% | +2.9% | +2.0% |
| 30D | -0.2% | -8.1% | +7.9% | +5.2% |
| 3M | +15.9% | -9.4% | +25.3% | +22.3% |
| 6M | +20.9% | -12.6% | +33.6% | +30.1% |
| YTD | +12.9% | -0.5% | +13.4% | +11.4% |
| 1Y | +20.3% | +9.2% | +11.1% | +11.0% |
| 3Y | +160.9% | +34.1% | +126.8% | +106.8% |
| 5Y | +154.8% | +17.3% | +137.6% | +116.0% |
| 10Y | +591.1% | +284.9% | +306.2% | +166.8% |
| All | +11,186.3% | +5,976.9% | +5,209.4% | +858.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling