+42.1%
RF vs DOV
+25.3%
+16.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | -0.9% | -1.9% | +1.0% | +0.3% |
| 30D | +6.0% | +8.3% | -2.2% | +0.2% |
| 3M | -8.9% | -3.1% | -5.8% | -7.3% |
| 6M | +2.3% | -9.8% | +12.2% | +8.6% |
| YTD | +7.6% | +5.2% | +2.4% | +1.2% |
| 1Y | +21.2% | +15.3% | +5.8% | +6.3% |
| 3Y | +108.5% | +58.8% | +49.8% | +39.8% |
| All | +42.1% | +25.3% | +16.8% | +10.8% |
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