-44.6%
QS vs DOV
+87.1%
-131.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | -0.3% |
| 7D | -2.3% | -2.7% | +0.3% | 0.0% |
| 30D | -0.7% | -8.1% | +7.4% | +7.0% |
| 3M | -39.6% | -9.4% | -30.2% | -34.3% |
| 6M | -21.7% | -12.6% | -9.1% | -12.2% |
| YTD | -47.4% | -0.5% | -46.9% | -47.5% |
| 1Y | -28.4% | +9.2% | -37.6% | -34.6% |
| 3Y | -22.6% | +34.1% | -56.7% | -42.7% |
| 5Y | -75.6% | +17.3% | -92.8% | -82.3% |
| All | -44.6% | +87.1% | -131.7% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling