+189.9%
LQD vs DOV
+1,411.5%
-1,221.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +0.2% | +2.5% | -2.3% | +0.2% |
| 30D | -0.6% | -7.5% | +6.9% | -0.4% |
| 3M | -1.2% | -9.7% | +8.5% | -1.0% |
| 6M | -1.9% | -6.1% | +4.1% | -1.8% |
| YTD | -1.3% | +0.5% | -1.7% | -1.3% |
| 1Y | -1.0% | +10.5% | -11.5% | -1.3% |
| 3Y | +15.2% | +41.7% | -26.5% | +14.1% |
| 5Y | -4.4% | +18.4% | -22.9% | -5.3% |
| 10Y | +22.6% | +289.8% | -267.2% | +20.8% |
| All | +189.9% | +1,411.5% | -1,221.6% | +193.0% |
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