+101.7%
SMR vs DOV
+65.5%
+36.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.6% |
| 7D | -8.3% | +3.0% | -11.3% | -11.3% |
| 30D | -20.1% | +8.6% | -28.7% | -27.3% |
| 3M | -52.7% | +1.9% | -54.6% | -53.7% |
| 6M | -61.0% | -1.7% | -59.4% | -61.0% |
| YTD | -67.1% | +8.3% | -75.4% | -71.2% |
| 1Y | -79.9% | +16.6% | -96.4% | -84.1% |
| 3Y | +101.7% | +65.1% | +36.6% | -25.5% |
| All | +101.7% | +65.5% | +36.2% | -25.5% |
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