-44.7%
S vs DOV
+52.2%
-96.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.5% | +3.6% | +5.0% |
| 7D | +1.6% | -1.4% | +2.9% | +2.8% |
| 30D | -10.5% | +12.8% | -23.3% | -17.6% |
| 3M | +9.9% | +1.1% | +8.8% | +8.7% |
| 6M | +41.8% | -2.6% | +44.4% | +42.0% |
| YTD | +56.8% | +9.9% | +46.9% | +39.4% |
| 1Y | +39.0% | +19.3% | +19.7% | +15.2% |
| 3Y | +53.8% | +68.4% | -14.6% | -7.7% |
| 5Y | -68.6% | +29.1% | -97.7% | -77.0% |
| All | -44.7% | +52.2% | -96.9% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling