-0.4%
ROL vs DOV
+35.8%
-36.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -3.2% | -1.9% | -1.3% | -2.8% |
| 30D | -6.6% | -9.9% | +3.3% | -4.4% |
| 3M | -27.3% | -12.1% | -15.2% | -25.3% |
| 6M | -38.1% | -10.4% | -27.7% | -36.7% |
| YTD | -41.8% | -3.3% | -38.4% | -41.3% |
| 1Y | -37.8% | +7.8% | -45.6% | -38.7% |
| All | -0.4% | +35.8% | -36.2% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling