-22.7%
U vs DOV
+96.3%
-119.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.0% |
| 7D | +2.6% | +3.0% | -0.4% | -0.2% |
| 30D | +27.6% | +8.6% | +19.0% | +17.3% |
| 3M | +15.3% | +1.9% | +13.5% | +12.1% |
| 6M | +96.4% | -1.7% | +98.1% | +93.4% |
| YTD | +19.6% | +8.3% | +11.2% | +3.6% |
| 1Y | +42.1% | +16.6% | +25.6% | +13.9% |
| 3Y | +87.5% | +65.1% | +22.4% | +6.0% |
| 5Y | -73.1% | +29.2% | -102.3% | -83.4% |
| All | -22.7% | +96.3% | -119.0% | -43.9% |
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 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