-14.4%
SMR vs DOV
+27.7%
-42.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.6% | -16.5% |
| 7D | -11.2% | -2.0% | -9.3% | -9.5% |
| 30D | -10.2% | -8.9% | -1.3% | -2.1% |
| 3M | -10.0% | -13.3% | +3.2% | +1.6% |
| 6M | -30.5% | -9.7% | -20.8% | -24.5% |
| YTD | -39.2% | -2.5% | -36.8% | -38.6% |
| 1Y | -75.5% | +7.2% | -82.8% | -77.5% |
| 3Y | +45.4% | +39.4% | +6.0% | +18.0% |
| All | -14.4% | +27.7% | -42.1% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling