-27.4%
ON vs DOV
+42.3%
-69.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.5% |
| 7D | -2.2% | +2.5% | -4.7% | -4.9% |
| 30D | -12.4% | -7.5% | -4.9% | -4.6% |
| 3M | -41.2% | -9.7% | -31.5% | -33.8% |
| 6M | +25.0% | -6.1% | +31.1% | +35.7% |
| YTD | +31.3% | +0.5% | +30.8% | +32.6% |
| 1Y | +45.4% | +10.5% | +34.9% | +31.9% |
| 3Y | -27.4% | +41.7% | -69.1% | -49.0% |
| All | -27.4% | +42.3% | -69.7% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling