+14,237.2%
ROK vs DOV
+6,514.7%
+7,722.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.6% |
| 7D | +7.1% | +3.0% | +4.1% | +5.0% |
| 30D | -5.0% | +8.6% | -13.5% | -9.6% |
| 3M | -9.4% | +1.9% | -11.2% | -10.3% |
| 6M | -11.0% | -1.7% | -9.3% | -10.3% |
| YTD | +4.4% | +8.3% | -3.9% | -1.3% |
| 1Y | +7.4% | +16.6% | -9.1% | -3.3% |
| 3Y | +61.0% | +65.1% | -4.2% | +16.1% |
| 5Y | +30.4% | +29.2% | +1.2% | +9.5% |
| 10Y | +264.8% | +329.7% | -64.9% | +46.5% |
| All | +14,237.2% | +6,514.7% | +7,722.5% | +1,728.3% |
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