+179.0%
SAP vs DOV
+286.8%
-107.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -0.3% | +1.3% | -1.6% | -0.8% |
| 30D | +0.3% | -8.6% | +8.9% | +4.0% |
| 3M | +16.9% | -13.1% | +30.0% | +23.2% |
| 6M | +6.3% | -8.8% | +15.2% | +8.8% |
| YTD | -12.4% | -1.2% | -11.2% | -13.9% |
| 1Y | -21.6% | +10.7% | -32.3% | -27.1% |
| 3Y | +54.8% | +39.3% | +15.5% | +27.1% |
| 5Y | +56.2% | +16.4% | +39.7% | +36.6% |
| 10Y | +179.0% | +302.5% | -123.4% | +67.4% |
| All | +179.0% | +286.8% | -107.7% | +67.4% |
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 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