+561.6%
SPYG vs DOV
+886.9%
-325.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.9% |
| 7D | +1.2% | +2.5% | -1.3% | 0.0% |
| 30D | -1.6% | -7.5% | +6.0% | +2.2% |
| 3M | +3.4% | -9.7% | +13.0% | +8.1% |
| 6M | +18.9% | -6.1% | +25.0% | +21.5% |
| YTD | +13.8% | +0.5% | +13.3% | +12.2% |
| 1Y | +20.6% | +10.5% | +10.1% | +12.9% |
| 3Y | +100.5% | +41.7% | +58.8% | +64.2% |
| 5Y | +84.6% | +18.4% | +66.2% | +63.4% |
| 10Y | +410.8% | +289.8% | +121.0% | +143.4% |
| All | +561.6% | +886.9% | -325.2% | +54.2% |
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 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