+906.4%
MOD vs DOV
+342.9%
+563.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.1% |
| 7D | -25.5% | -1.9% | -23.7% | -24.2% |
| 30D | -49.0% | +8.3% | -57.3% | -52.9% |
| 3M | -49.8% | -3.1% | -46.8% | -48.4% |
| 6M | -64.8% | -9.8% | -55.0% | -60.9% |
| YTD | -27.6% | +5.2% | -32.8% | -30.3% |
| 1Y | -35.2% | +15.3% | -50.5% | -42.7% |
| 3Y | +137.1% | +58.8% | +78.4% | +63.2% |
| 5Y | +760.3% | +26.6% | +733.7% | +620.3% |
| All | +906.4% | +342.9% | +563.4% | +268.8% |
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