+1,535.1%
SRE vs DOV
+1,295.1%
+240.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +1.4% | +2.5% | -1.1% | +0.6% |
| 30D | +1.9% | -7.5% | +9.4% | +4.4% |
| 3M | -3.3% | -9.7% | +6.4% | -0.5% |
| 6M | -6.4% | -6.1% | -0.3% | -5.2% |
| YTD | -1.8% | +0.5% | -2.3% | -2.8% |
| 1Y | +10.7% | +10.5% | +0.2% | +6.0% |
| 3Y | +31.8% | +41.7% | -9.9% | +15.3% |
| 5Y | +49.2% | +18.4% | +30.8% | +36.4% |
| 10Y | +118.5% | +289.8% | -171.2% | +36.5% |
| All | +1,535.1% | +1,295.1% | +240.0% | +547.2% |
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