+662.0%
PBR vs DOV
+300.2%
+361.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.4% |
| 7D | +5.4% | -2.0% | +7.4% | +6.6% |
| 30D | +22.9% | -8.9% | +31.8% | +29.8% |
| 3M | +19.6% | -13.3% | +32.9% | +29.1% |
| 6M | +16.5% | -9.7% | +26.1% | +20.9% |
| YTD | +86.7% | -2.5% | +89.1% | +82.5% |
| 1Y | +74.7% | +7.2% | +67.5% | +58.6% |
| 3Y | +102.6% | +39.4% | +63.2% | +43.9% |
| 5Y | +566.6% | +15.8% | +550.7% | +423.8% |
| All | +662.0% | +300.2% | +361.9% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling