+1,530.3%
MOD vs DOV
+17.7%
+1,512.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.2% |
| 7D | +9.6% | -2.7% | +12.2% | +12.9% |
| 30D | 0.0% | -8.1% | +8.1% | +9.9% |
| 3M | -35.4% | -9.4% | -26.0% | -27.7% |
| 6M | -7.3% | -12.6% | +5.3% | +9.0% |
| YTD | +45.8% | -0.5% | +46.3% | +48.6% |
| 1Y | +43.1% | +9.2% | +33.9% | +31.2% |
| 3Y | +297.7% | +34.1% | +263.6% | +213.4% |
| All | +1,530.3% | +17.7% | +1,512.6% | +1,218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling