-52.0%
ROKU vs DOV
+14.8%
-66.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.3% |
| 7D | -0.4% | -2.0% | +1.6% | +1.4% |
| 30D | +2.1% | -8.9% | +11.0% | +11.2% |
| 3M | +29.5% | -13.3% | +42.8% | +45.4% |
| 6M | +53.8% | -9.7% | +63.5% | +63.7% |
| YTD | +42.8% | -2.5% | +45.3% | +38.5% |
| 1Y | +60.7% | +7.2% | +53.5% | +39.0% |
| 3Y | +83.9% | +39.4% | +44.5% | +17.2% |
| All | -52.0% | +14.8% | -66.9% | -65.5% |
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