+45.5%
SRE vs DOV
+14.8%
+30.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -0.8% | -2.0% | +1.2% | -0.2% |
| 30D | -3.0% | -8.9% | +5.9% | 0.0% |
| 3M | -8.3% | -13.3% | +5.0% | -4.2% |
| 6M | -8.9% | -9.7% | +0.8% | -6.5% |
| YTD | -4.3% | -2.5% | -1.8% | -4.6% |
| 1Y | +2.7% | +7.2% | -4.5% | -1.5% |
| 3Y | +28.7% | +39.4% | -10.7% | +9.3% |
| All | +45.5% | +14.8% | +30.6% | +27.1% |
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