-4.1%
SAP vs DOV
+18.5%
-22.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.5% |
| 30D | +10.5% | +12.8% | -2.2% | +11.0% |
| 3M | +15.2% | +1.1% | +14.0% | +14.8% |
| 6M | +36.7% | -2.6% | +39.3% | +35.7% |
| YTD | -0.6% | +9.9% | -10.5% | -6.7% |
| All | -4.1% | +18.5% | -22.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling