-47.7%
QS vs DOV
+81.7%
-129.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +1.1% |
| 7D | -5.0% | -1.9% | -3.0% | -3.2% |
| 30D | -18.3% | -9.9% | -8.4% | -10.3% |
| 3M | -26.0% | -12.1% | -13.9% | -17.0% |
| 6M | -24.0% | -10.4% | -13.6% | -16.7% |
| YTD | -50.3% | -3.3% | -47.0% | -49.1% |
| 1Y | -38.0% | +7.8% | -45.7% | -42.7% |
| 3Y | -24.6% | +36.3% | -60.9% | -44.9% |
| 5Y | -75.4% | +14.8% | -90.2% | -81.7% |
| All | -47.7% | +81.7% | -129.4% | -48.7% |
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 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