-7.5%
MSCI vs DOV
+17.7%
-25.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +0.4% | -2.7% | +3.1% | +1.8% |
| 30D | +0.6% | -8.1% | +8.6% | +4.9% |
| 3M | -7.1% | -9.4% | +2.3% | -3.2% |
| 6M | +0.8% | -12.6% | +13.4% | +6.3% |
| YTD | +1.0% | -0.5% | +1.5% | -2.3% |
| 1Y | +4.3% | +9.2% | -4.9% | -5.4% |
| 3Y | +9.9% | +34.1% | -24.2% | -18.4% |
| All | -7.5% | +17.7% | -25.2% | -26.5% |
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