-4.7%
ROL vs DOV
+19.9%
-24.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -3.4% | +2.5% | -6.0% | -4.2% |
| 30D | -6.9% | -7.5% | +0.6% | -4.7% |
| 3M | -24.6% | -9.7% | -14.9% | -22.4% |
| 6M | -39.5% | -6.1% | -33.4% | -38.6% |
| YTD | -41.1% | +0.5% | -41.6% | -41.5% |
| 1Y | -37.9% | +10.5% | -48.5% | -40.3% |
| 3Y | +0.8% | +41.7% | -40.9% | -14.5% |
| 5Y | -4.7% | +18.4% | -23.1% | -13.2% |
| All | -4.7% | +19.9% | -24.6% | -13.2% |
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 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