+227.1%
LOW vs DOV
+296.6%
-69.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.3% |
| 7D | -2.6% | -1.9% | -0.7% | -1.5% |
| 30D | -11.1% | -9.9% | -1.3% | -5.3% |
| 3M | -8.5% | -12.1% | +3.6% | -1.5% |
| 6M | -20.8% | -10.4% | -10.4% | -16.0% |
| YTD | -17.2% | -3.3% | -13.9% | -16.5% |
| 1Y | -24.7% | +7.8% | -32.5% | -29.5% |
| 3Y | -9.7% | +36.3% | -46.1% | -29.2% |
| 5Y | +6.0% | +14.8% | -8.8% | -8.4% |
| All | +227.1% | +296.6% | -69.5% | +47.9% |
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