+1,544.7%
MOD vs DOV
+6,281.9%
-4,737.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.7% | -2.5% | -3.6% |
| 7D | -34.2% | -3.7% | -30.4% | -32.2% |
| 30D | -51.9% | +5.6% | -57.4% | -53.9% |
| 3M | -53.0% | -3.5% | -49.6% | -51.8% |
| 6M | -66.4% | -8.9% | -57.5% | -63.7% |
| YTD | -31.5% | +4.5% | -36.1% | -33.0% |
| 1Y | -39.6% | +13.9% | -53.5% | -44.4% |
| 3Y | +116.8% | +55.9% | +60.9% | +63.7% |
| 5Y | +713.8% | +25.8% | +688.0% | +626.0% |
| 10Y | +882.7% | +348.8% | +533.9% | +256.3% |
| All | +1,544.7% | +6,281.9% | -4,737.2% | +145.4% |
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 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