-64.8%
MOD vs DOV
-9.9%
-54.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.1% |
| 7D | -25.5% | -1.9% | -23.7% | -24.1% |
| 30D | -49.0% | +8.3% | -57.3% | -53.2% |
| 3M | -49.8% | -3.1% | -46.8% | -47.4% |
| 6M | -64.8% | -9.8% | -55.0% | -56.8% |
| All | -64.8% | -9.9% | -54.8% | -56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling