+361.6%
PSX vs DOV
+325.7%
+36.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.6% |
| 7D | +7.8% | +3.0% | +4.8% | +5.8% |
| 30D | -10.9% | +8.6% | -19.5% | -15.5% |
| 3M | +14.5% | +1.9% | +12.6% | +12.7% |
| 6M | +56.1% | -1.7% | +57.8% | +55.0% |
| YTD | +109.6% | +8.3% | +101.3% | +92.5% |
| 1Y | +95.5% | +16.6% | +79.0% | +71.0% |
| 3Y | +156.2% | +65.1% | +91.1% | +74.6% |
| 5Y | +310.0% | +29.2% | +280.8% | +219.5% |
| All | +361.6% | +325.7% | +36.0% | +76.5% |
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