-15.9%
ROP vs DOV
+16.3%
-32.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -6.1% | +1.3% | -7.5% | -6.5% |
| 30D | -3.4% | -8.6% | +5.3% | -0.6% |
| 3M | +16.7% | -13.1% | +29.8% | +21.3% |
| 6M | +8.1% | -8.8% | +16.9% | +9.7% |
| YTD | -11.7% | -1.2% | -10.5% | -13.6% |
| 1Y | -24.2% | +10.7% | -34.9% | -29.7% |
| 3Y | -19.0% | +39.3% | -58.2% | -34.0% |
| 5Y | -15.9% | +16.4% | -32.3% | -26.7% |
| All | -15.9% | +16.3% | -32.2% | -26.7% |
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 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