+129.7%
ROP vs DOV
+296.6%
-166.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.5% |
| 7D | -8.0% | -1.9% | -6.1% | -7.2% |
| 30D | -2.7% | -9.9% | +7.1% | +1.9% |
| 3M | +16.6% | -12.1% | +28.7% | +22.4% |
| 6M | +10.4% | -10.4% | +20.8% | +13.9% |
| YTD | -12.1% | -3.3% | -8.8% | -13.2% |
| 1Y | -23.6% | +7.8% | -31.4% | -29.2% |
| 3Y | -19.3% | +36.3% | -55.7% | -35.9% |
| 5Y | -15.4% | +14.8% | -30.2% | -27.4% |
| All | +129.7% | +296.6% | -166.9% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling