+318.0%
SPYM vs DOV
+300.2%
+17.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -0.8% | -2.0% | +1.2% | +0.2% |
| 30D | -1.1% | -8.9% | +7.8% | +3.4% |
| 3M | +3.9% | -13.3% | +17.1% | +10.7% |
| 6M | +13.6% | -9.7% | +23.3% | +18.2% |
| YTD | +12.7% | -2.5% | +15.2% | +12.5% |
| 1Y | +17.6% | +7.2% | +10.4% | +11.3% |
| 3Y | +77.2% | +39.4% | +37.8% | +44.1% |
| 5Y | +84.1% | +15.8% | +68.3% | +61.5% |
| All | +318.0% | +300.2% | +17.9% | +126.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling