+233.7%
SMH vs DOV
+29.1%
+204.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.2% |
| 7D | +4.9% | +3.0% | +1.9% | +2.5% |
| 30D | -13.8% | +8.6% | -22.4% | -19.1% |
| 3M | -17.4% | +1.9% | -19.2% | -18.5% |
| 6M | -15.0% | -1.7% | -13.3% | -13.9% |
| YTD | +35.2% | +8.3% | +26.8% | +25.6% |
| 1Y | +41.6% | +16.6% | +25.0% | +23.6% |
| 3Y | +215.6% | +65.1% | +150.5% | +101.6% |
| All | +233.7% | +29.1% | +204.6% | +156.8% |
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