+43.1%
MOD vs DOV
+11.5%
+31.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.3% |
| 7D | +9.6% | -2.7% | +12.2% | +12.8% |
| 30D | 0.0% | -8.1% | +8.1% | +9.7% |
| 3M | -35.4% | -9.4% | -26.0% | -27.7% |
| 6M | -7.3% | -12.6% | +5.3% | +7.2% |
| YTD | +45.8% | -0.5% | +46.3% | +54.7% |
| 1Y | +43.1% | +9.2% | +33.9% | +48.0% |
| All | +43.1% | +11.5% | +31.6% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling