+22.0%
SPGI vs DOV
+39.5%
-17.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +0.1% | -2.7% | +2.8% | +0.9% |
| 30D | +8.4% | -8.1% | +16.5% | +11.0% |
| 3M | +11.8% | -9.4% | +21.2% | +14.4% |
| 6M | +5.7% | -12.6% | +18.3% | +9.0% |
| YTD | -9.7% | -0.5% | -9.2% | -12.1% |
| 1Y | -12.5% | +9.2% | -21.7% | -18.4% |
| All | +22.0% | +39.5% | -17.5% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling