+5.4%
MOD vs DOV
+15.9%
-10.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.2% | +27.6% | +27.6% |
| 7D | +40.4% | +3.0% | +37.4% | +36.0% |
| 30D | -14.0% | +8.6% | -22.6% | -21.7% |
| 3M | -33.3% | +1.9% | -35.2% | -34.4% |
| 6M | -51.4% | -1.7% | -49.7% | -49.8% |
| YTD | +1.6% | +8.3% | -6.7% | -3.7% |
| 1Y | +5.4% | +16.6% | -11.2% | -10.7% |
| All | +5.4% | +15.9% | -10.5% | -10.7% |
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