+409.6%
NEM vs DOV
+6,514.7%
-6,105.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.4% | +3.0% | -9.4% | -6.9% |
| 30D | +1.4% | +8.6% | -7.2% | -0.2% |
| 3M | -0.7% | +1.9% | -2.6% | -1.1% |
| 6M | -4.5% | -1.7% | -2.8% | -4.2% |
| YTD | +14.0% | +8.3% | +5.7% | +12.2% |
| 1Y | +27.3% | +16.6% | +10.7% | +23.6% |
| 3Y | +250.5% | +65.1% | +185.4% | +218.2% |
| 5Y | +121.1% | +29.2% | +91.9% | +107.8% |
| 10Y | +358.3% | +329.7% | +28.6% | +242.1% |
| All | +409.6% | +6,514.7% | -6,105.1% | +240.5% |
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 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