+915.1%
MSFT vs DOV
+325.7%
+589.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -1.3% | +3.0% | -4.3% | -2.5% |
| 30D | -1.8% | +8.6% | -10.4% | -5.5% |
| 3M | +5.6% | +1.9% | +3.8% | +4.5% |
| 6M | +29.8% | -1.7% | +31.5% | +29.4% |
| YTD | +9.0% | +8.3% | +0.7% | +2.8% |
| 1Y | +4.9% | +16.6% | -11.6% | -4.7% |
| 3Y | +46.2% | +65.1% | -18.9% | +8.2% |
| 5Y | +62.1% | +29.2% | +32.9% | +33.6% |
| All | +915.1% | +325.7% | +589.4% | +427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling