+338.6%
SPGI vs DOV
+324.7%
+13.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -0.8% | +3.4% | -4.2% | -2.5% |
| 30D | +14.3% | +8.8% | +5.4% | +9.3% |
| 3M | +14.5% | +0.9% | +13.6% | +13.6% |
| 6M | +17.3% | -2.8% | +20.1% | +17.6% |
| YTD | -4.6% | +8.1% | -12.7% | -10.9% |
| 1Y | +0.8% | +15.2% | -14.5% | -9.3% |
| 3Y | +28.8% | +64.5% | -35.8% | -8.0% |
| 5Y | +14.0% | +28.9% | -14.9% | -7.9% |
| All | +338.6% | +324.7% | +13.9% | +112.2% |
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