+2,432.7%
SAP vs DOV
+2,471.2%
-38.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.8% | -4.5% |
| 7D | -0.7% | -1.9% | +1.2% | +0.1% |
| 30D | +11.1% | +8.3% | +2.8% | +6.4% |
| 3M | +17.0% | -3.1% | +20.1% | +18.3% |
| 6M | +34.8% | -9.8% | +44.7% | +39.9% |
| YTD | -2.2% | +5.2% | -7.4% | -7.2% |
| 1Y | -6.4% | +15.3% | -21.8% | -15.4% |
| 3Y | +75.1% | +58.8% | +16.4% | +31.1% |
| 5Y | +69.8% | +26.6% | +43.3% | +41.3% |
| 10Y | +219.8% | +351.6% | -131.8% | +28.2% |
| All | +2,432.7% | +2,471.2% | -38.5% | +323.3% |
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