+63.7%
SPG vs DOV
+286.8%
-223.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.2% |
| 7D | -1.7% | +1.3% | -3.0% | -2.6% |
| 30D | -6.3% | -8.6% | +2.4% | 0.0% |
| 3M | -2.4% | -13.1% | +10.7% | +6.9% |
| 6M | +9.6% | -8.8% | +18.4% | +15.1% |
| YTD | +14.2% | -1.2% | +15.4% | +12.2% |
| 1Y | +19.3% | +10.7% | +8.6% | +6.4% |
| 3Y | +106.7% | +39.3% | +67.4% | +49.2% |
| 5Y | +104.2% | +16.4% | +87.8% | +67.2% |
| 10Y | +63.7% | +302.5% | -238.8% | -21.8% |
| All | +63.7% | +286.8% | -223.1% | -21.8% |
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