+833.2%
MOD vs DOV
+29.5%
+803.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +1.0% |
| 7D | +16.1% | +3.4% | +12.7% | +12.1% |
| 30D | -38.5% | +8.8% | -47.3% | -44.0% |
| 3M | -46.8% | +0.9% | -47.8% | -47.4% |
| 6M | -61.6% | -2.8% | -58.7% | -60.1% |
| YTD | -20.5% | +8.1% | -28.6% | -26.4% |
| 1Y | -28.0% | +15.2% | -43.3% | -37.6% |
| 3Y | +134.9% | +64.5% | +70.4% | +47.7% |
| 5Y | +833.2% | +28.9% | +804.3% | +565.4% |
| All | +833.2% | +29.5% | +803.6% | +565.4% |
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