-48.8%
S vs DOV
+45.7%
-94.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | -13.4% | -1.9% | -11.6% | -12.4% |
| 30D | -14.0% | +8.3% | -22.3% | -18.7% |
| 3M | +4.9% | -3.1% | +7.9% | +6.7% |
| 6M | +42.0% | -9.8% | +51.8% | +49.9% |
| YTD | +45.1% | +5.2% | +39.9% | +32.8% |
| 1Y | +33.1% | +15.3% | +17.7% | +12.6% |
| 3Y | +40.6% | +58.8% | -18.1% | -12.1% |
| 5Y | -67.5% | +26.6% | -94.0% | -75.5% |
| All | -48.8% | +45.7% | -94.5% | -60.5% |
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 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