+7.5%
SMR vs DOV
+29.3%
-21.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -1.7% |
| 7D | +13.1% | +1.3% | +11.7% | +11.8% |
| 30D | +17.8% | -8.6% | +26.4% | +28.1% |
| 3M | +8.1% | -13.1% | +21.2% | +22.3% |
| 6M | -11.1% | -8.8% | -2.3% | -4.2% |
| YTD | -23.7% | -1.2% | -22.5% | -23.8% |
| 1Y | -69.4% | +10.7% | -80.1% | -72.7% |
| 3Y | +82.6% | +39.3% | +43.3% | +47.3% |
| All | +7.5% | +29.3% | -21.9% | -17.3% |
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