+222.9%
SAP vs DOV
+361.0%
-138.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -0.2% |
| 7D | +1.6% | -1.4% | +3.0% | +2.1% |
| 30D | +10.5% | +12.8% | -2.2% | +4.8% |
| 3M | +15.2% | +1.1% | +14.0% | +14.2% |
| 6M | +36.7% | -2.6% | +39.3% | +36.6% |
| YTD | -0.6% | +9.9% | -10.5% | -6.9% |
| 1Y | -4.1% | +19.3% | -23.4% | -13.7% |
| 3Y | +73.2% | +68.4% | +4.9% | +29.9% |
| 5Y | +74.1% | +29.1% | +45.0% | +45.0% |
| 10Y | +222.9% | +340.2% | -117.2% | +88.8% |
| All | +222.9% | +361.0% | -138.0% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling