-5.2%
ROP vs DOV
+65.5%
-70.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.7% | +3.0% | -2.3% | +0.2% |
| 30D | +28.8% | +8.6% | +20.2% | +27.0% |
| 3M | +21.1% | +1.9% | +19.2% | +20.6% |
| 6M | +52.5% | -1.7% | +54.2% | +52.1% |
| YTD | +8.9% | +8.3% | +0.5% | +4.7% |
| 1Y | +8.2% | +16.6% | -8.3% | +1.6% |
| 3Y | -5.2% | +65.1% | -70.3% | -17.5% |
| All | -5.2% | +65.5% | -70.7% | -17.5% |
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 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