-53.2%
S vs DOV
+37.8%
-91.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | -7.7% | -2.7% | -5.0% | -5.9% |
| 30D | -5.3% | -8.1% | +2.8% | +0.3% |
| 3M | +20.3% | -9.4% | +29.7% | +27.1% |
| 6M | +47.4% | -12.6% | +60.0% | +57.2% |
| YTD | +32.5% | -0.5% | +33.0% | +26.5% |
| 1Y | +9.5% | +9.2% | +0.3% | -3.9% |
| 3Y | +15.5% | +34.1% | -18.6% | -17.1% |
| 5Y | -71.2% | +17.3% | -88.5% | -78.2% |
| All | -53.2% | +37.8% | -91.1% | -62.4% |
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