+236.6%
SAP vs DOV
+325.7%
-89.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | +3.0% | -2.4% | -0.6% |
| 30D | +6.5% | +8.6% | -2.1% | +2.6% |
| 3M | +12.2% | +1.9% | +10.4% | +10.9% |
| 6M | +46.1% | -1.7% | +47.7% | +45.3% |
| YTD | -1.6% | +8.3% | -9.9% | -7.3% |
| 1Y | -5.1% | +16.6% | -21.7% | -13.7% |
| 3Y | +68.4% | +65.1% | +3.2% | +27.2% |
| 5Y | +79.4% | +29.2% | +50.3% | +49.4% |
| All | +236.6% | +325.7% | -89.1% | +97.0% |
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