-38.4%
U vs DOV
+75.2%
-113.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +0.8% |
| 7D | 0.0% | -1.9% | +1.9% | +1.7% |
| 30D | -4.1% | -9.9% | +5.8% | +5.1% |
| 3M | +57.8% | -12.1% | +69.9% | +74.2% |
| 6M | +103.5% | -10.4% | +114.0% | +116.2% |
| YTD | -4.8% | -3.3% | -1.4% | -7.6% |
| 1Y | -2.4% | +7.8% | -10.2% | -16.1% |
| 3Y | +11.7% | +36.3% | -24.7% | -23.6% |
| 5Y | -68.9% | +14.8% | -83.7% | -78.6% |
| All | -38.4% | +75.2% | -113.6% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling