+32.8%
SNOW vs DOV
+81.3%
-48.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.4% | -6.0% |
| 7D | +2.8% | -2.7% | +5.5% | +4.5% |
| 30D | +6.4% | -8.1% | +14.5% | +11.9% |
| 3M | +38.1% | -9.4% | +47.5% | +44.8% |
| 6M | +100.4% | -12.6% | +113.0% | +111.1% |
| YTD | +53.7% | -0.5% | +54.2% | +46.9% |
| 1Y | +52.0% | +9.2% | +42.7% | +34.6% |
| 3Y | +114.7% | +34.1% | +80.5% | +62.9% |
| 5Y | +8.8% | +17.3% | -8.5% | -16.7% |
| All | +32.8% | +81.3% | -48.5% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling