+82.6%
SMR vs DOV
+38.7%
+43.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -1.1% |
| 7D | +13.1% | +1.3% | +11.7% | +11.4% |
| 30D | +17.8% | -8.6% | +26.4% | +31.8% |
| 3M | +8.1% | -13.1% | +21.2% | +27.1% |
| 6M | -11.1% | -8.8% | -2.3% | -2.9% |
| YTD | -23.7% | -1.2% | -22.5% | -25.7% |
| 1Y | -69.4% | +10.7% | -80.1% | -75.0% |
| All | +82.6% | +38.7% | +43.9% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling