-99.1%
NVD vs DOV
+38.3%
-137.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +2.0% |
| 7D | +9.0% | -1.9% | +11.0% | +6.7% |
| 30D | -5.5% | -9.9% | +4.4% | -16.3% |
| 3M | -24.6% | -12.1% | -12.5% | -34.4% |
| 6M | -42.1% | -10.4% | -31.6% | -47.8% |
| YTD | -44.3% | -3.3% | -41.0% | -44.0% |
| 1Y | -54.2% | +7.8% | -62.0% | -46.5% |
| 3Y | -99.1% | +36.3% | -135.5% | -98.4% |
| All | -99.1% | +38.3% | -137.4% | -98.4% |
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