+316.9%
SPYM vs DOV
+300.2%
+16.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | -1.0% | -2.0% | +0.9% | -0.1% |
| 30D | -1.3% | -8.9% | +7.6% | +3.1% |
| 3M | +3.6% | -13.3% | +16.9% | +10.4% |
| 6M | +13.3% | -9.7% | +23.0% | +17.8% |
| YTD | +12.4% | -2.5% | +14.9% | +12.2% |
| 1Y | +17.3% | +7.2% | +10.0% | +11.0% |
| 3Y | +76.8% | +39.4% | +37.4% | +43.7% |
| 5Y | +83.6% | +15.8% | +67.8% | +61.1% |
| All | +316.9% | +300.2% | +16.8% | +125.9% |
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