+15.3%
O vs DOV
+16.3%
-1.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -2.3% | +1.3% | -3.6% | -2.6% |
| 30D | -2.4% | -8.6% | +6.2% | -0.2% |
| 3M | -0.6% | -13.1% | +12.6% | +2.7% |
| 6M | -5.0% | -8.8% | +3.8% | -3.3% |
| YTD | +10.4% | -1.2% | +11.6% | +9.8% |
| 1Y | +6.6% | +10.7% | -4.1% | +2.3% |
| 3Y | +28.4% | +39.3% | -10.9% | +9.8% |
| 5Y | +15.3% | +16.4% | -1.2% | +3.7% |
| All | +15.3% | +16.3% | -1.0% | +3.7% |
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