+11.5%
NEE vs DOV
+29.1%
-17.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.1% | +3.0% | -5.1% | -3.0% |
| 30D | +8.6% | +8.6% | 0.0% | +5.8% |
| 3M | -0.3% | +1.9% | -2.2% | -1.0% |
| 6M | -8.9% | -1.7% | -7.2% | -9.0% |
| YTD | +8.3% | +8.3% | 0.0% | +4.7% |
| 1Y | +4.3% | +16.6% | -12.3% | -1.7% |
| 3Y | +70.7% | +65.1% | +5.6% | +32.7% |
| All | +11.5% | +29.1% | -17.6% | -4.6% |
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 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