+3,565.2%
MOD vs DOV
+5,976.9%
-2,411.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.6% |
| 7D | +9.6% | -2.7% | +12.2% | +11.8% |
| 30D | 0.0% | -8.1% | +8.1% | +6.8% |
| 3M | -35.4% | -9.4% | -26.0% | -30.0% |
| 6M | -7.3% | -12.6% | +5.3% | +4.3% |
| YTD | +45.8% | -0.5% | +46.3% | +48.5% |
| 1Y | +43.1% | +9.2% | +33.9% | +35.6% |
| 3Y | +297.7% | +34.1% | +263.6% | +238.1% |
| 5Y | +1,478.8% | +17.3% | +1,461.5% | +1,386.5% |
| 10Y | +1,633.4% | +284.9% | +1,348.5% | +600.9% |
| All | +3,565.2% | +5,976.9% | -2,411.6% | +469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling