+16.3%
ROL vs DOV
+30.7%
-14.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | +0.8% |
| 7D | +7.5% | -1.4% | +8.9% | +7.9% |
| 30D | +21.1% | +12.8% | +8.3% | +16.7% |
| 3M | +3.1% | +1.1% | +2.0% | +2.6% |
| 6M | -27.4% | -2.6% | -24.8% | -27.1% |
| YTD | -34.7% | +9.9% | -44.6% | -37.0% |
| 1Y | -32.9% | +19.3% | -52.3% | -36.9% |
| 3Y | +6.1% | +68.4% | -62.2% | -14.9% |
| 5Y | +16.3% | +29.1% | -12.8% | +4.6% |
| All | +16.3% | +30.7% | -14.4% | +4.6% |
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