+966.8%
MOD vs DOV
+361.0%
+605.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.5% | +5.4% | +5.5% |
| 7D | -13.9% | -1.4% | -12.6% | -12.4% |
| 30D | -41.5% | +12.8% | -54.3% | -48.0% |
| 3M | -45.7% | +1.1% | -46.9% | -46.4% |
| 6M | -61.1% | -2.6% | -58.5% | -59.9% |
| YTD | -20.5% | +9.9% | -30.4% | -26.5% |
| 1Y | -32.1% | +19.3% | -51.4% | -41.8% |
| 3Y | +146.5% | +68.4% | +78.1% | +60.7% |
| 5Y | +812.7% | +29.1% | +783.6% | +648.5% |
| 10Y | +966.8% | +340.2% | +626.7% | +285.9% |
| All | +966.8% | +361.0% | +605.9% | +285.9% |
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