+106.9%
SPG vs DOV
+19.9%
+87.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.6% |
| 7D | 0.0% | +2.5% | -2.5% | -1.4% |
| 30D | -4.9% | -7.5% | +2.6% | -0.7% |
| 3M | +3.3% | -9.7% | +13.0% | +8.7% |
| 6M | +11.2% | -6.1% | +17.3% | +13.7% |
| YTD | +17.1% | +0.5% | +16.6% | +14.1% |
| 1Y | +21.6% | +10.5% | +11.1% | +10.8% |
| 3Y | +111.9% | +41.7% | +70.2% | +58.0% |
| 5Y | +106.9% | +18.4% | +88.5% | +67.8% |
| All | +106.9% | +19.9% | +87.0% | +67.8% |
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 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