+91.8%
QLD vs DOV
+29.3%
+62.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.4% |
| 7D | -1.2% | -0.1% | -1.1% | -0.5% |
| 30D | -15.7% | +11.3% | -27.0% | -24.5% |
| 3M | -10.0% | +2.2% | -12.2% | -12.1% |
| 6M | -11.2% | -2.9% | -8.3% | -8.9% |
| YTD | +16.4% | +9.6% | +6.7% | +2.3% |
| 1Y | +12.7% | +16.7% | -4.0% | -8.1% |
| 3Y | +152.3% | +66.9% | +85.4% | +27.5% |
| 5Y | +91.8% | +32.0% | +59.8% | +28.7% |
| All | +91.8% | +29.3% | +62.4% | +28.7% |
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