+156.7%
SIMO vs DOV
+25.3%
+131.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +3.8% |
| 7D | -22.0% | -1.9% | -20.1% | -21.1% |
| 30D | -43.0% | +8.3% | -51.3% | -45.3% |
| 3M | -39.1% | -3.1% | -36.1% | -37.9% |
| 6M | -33.3% | -9.8% | -23.5% | -29.3% |
| YTD | +77.0% | +5.2% | +71.8% | +71.7% |
| 1Y | +73.0% | +15.3% | +57.7% | +59.6% |
| 3Y | +215.7% | +58.8% | +157.0% | +154.6% |
| All | +156.7% | +25.3% | +131.5% | +144.9% |
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