-11.1%
SRE vs DOV
+15.9%
-27.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.8% | +3.0% | -1.2% | +1.3% |
| 30D | -3.0% | +8.6% | -11.6% | -4.1% |
| 3M | -7.3% | +1.9% | -9.1% | -7.5% |
| 6M | -11.9% | -1.7% | -10.2% | -11.8% |
| YTD | -7.9% | +8.3% | -16.2% | -8.4% |
| 1Y | -11.1% | +16.6% | -27.7% | -13.4% |
| All | -11.1% | +15.9% | -27.1% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling