+302.3%
NEM vs DOV
+300.2%
+2.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -1.0% | -2.0% | +1.0% | -0.5% |
| 30D | +7.8% | -8.9% | +16.7% | +10.6% |
| 3M | +30.2% | -13.3% | +43.5% | +35.1% |
| 6M | +9.6% | -9.7% | +19.3% | +12.5% |
| YTD | +27.8% | -2.5% | +30.3% | +28.7% |
| 1Y | +60.7% | +7.2% | +53.5% | +57.9% |
| 3Y | +245.3% | +39.4% | +205.9% | +217.3% |
| 5Y | +155.3% | +15.8% | +139.5% | +139.8% |
| All | +302.3% | +300.2% | +2.2% | +198.5% |
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 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