-67.0%
SE vs DOV
+19.9%
-87.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | +0.6% | +2.5% | -1.9% | -1.3% |
| 30D | -0.1% | -7.5% | +7.4% | +5.9% |
| 3M | +34.1% | -9.7% | +43.8% | +42.9% |
| 6M | +23.2% | -6.1% | +29.3% | +25.4% |
| YTD | -11.2% | +0.5% | -11.6% | -15.2% |
| 1Y | -40.5% | +10.5% | -51.1% | -48.5% |
| 3Y | +196.3% | +41.7% | +154.6% | +86.0% |
| 5Y | -67.0% | +18.4% | -85.5% | -77.1% |
| All | -67.0% | +19.9% | -87.0% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling