-48.8%
SE vs DOV
+21.2%
-70.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.5% |
| 7D | +6.7% | +2.2% | +4.4% | +6.4% |
| 30D | -17.2% | +11.2% | -28.4% | -18.2% |
| 3M | -28.0% | +1.6% | -29.6% | -28.2% |
| 6M | -6.1% | -3.2% | -2.9% | -6.1% |
| YTD | -37.1% | +9.7% | -46.9% | -38.3% |
| 1Y | -48.8% | +20.5% | -69.3% | -50.2% |
| All | -48.8% | +21.2% | -70.0% | -50.2% |
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