+811.4%
SPYM vs DOV
+1,056.0%
-244.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | +3.0% | -0.4% | +1.2% |
| 30D | -2.0% | +8.6% | -10.6% | -5.6% |
| 3M | -2.8% | +1.9% | -4.6% | -3.8% |
| 6M | +2.2% | -1.7% | +3.8% | +2.2% |
| YTD | +11.5% | +8.3% | +3.2% | +6.2% |
| 1Y | +13.5% | +16.6% | -3.1% | +4.5% |
| 3Y | +78.0% | +65.1% | +12.9% | +37.7% |
| 5Y | +73.1% | +29.2% | +44.0% | +47.8% |
| 10Y | +310.9% | +329.7% | -18.8% | +102.6% |
| All | +811.4% | +1,056.0% | -244.6% | +161.3% |
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 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