+56.9%
ON vs DOV
+16.3%
+40.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.8% |
| 7D | -1.9% | +1.3% | -3.2% | -3.4% |
| 30D | -11.0% | -8.6% | -2.4% | -1.7% |
| 3M | -39.3% | -13.1% | -26.2% | -28.5% |
| 6M | +19.8% | -8.8% | +28.7% | +34.3% |
| YTD | +31.1% | -1.2% | +32.3% | +34.4% |
| 1Y | +46.0% | +10.7% | +35.3% | +30.9% |
| 3Y | -27.5% | +39.3% | -66.8% | -50.1% |
| 5Y | +56.9% | +16.4% | +40.5% | +27.1% |
| All | +56.9% | +16.3% | +40.6% | +27.1% |
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