+82.6%
SPYM vs DOV
+13.3%
+69.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.4% |
| 7D | -2.0% | -1.9% | 0.0% | -1.1% |
| 30D | -1.6% | -9.9% | +8.2% | +3.1% |
| 3M | +4.7% | -12.1% | +16.9% | +10.6% |
| 6M | +12.6% | -10.4% | +23.0% | +17.2% |
| YTD | +11.8% | -3.3% | +15.1% | +11.7% |
| 1Y | +17.5% | +7.8% | +9.8% | +10.7% |
| 3Y | +77.0% | +36.3% | +40.6% | +43.6% |
| 5Y | +82.6% | +14.8% | +67.8% | +56.4% |
| All | +82.6% | +13.3% | +69.3% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling