+17.1%
TER vs DOV
-12.3%
+29.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.5% | +4.0% |
| 7D | +0.6% | -2.7% | +3.3% | +4.9% |
| 30D | -8.3% | -8.1% | -0.2% | +4.3% |
| 3M | -12.2% | -9.4% | -2.8% | +2.7% |
| 6M | +17.1% | -12.6% | +29.7% | +50.0% |
| All | +17.1% | -12.3% | +29.4% | +50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling