+89.2%
USB vs DOV
+361.0%
-271.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | -0.5% |
| 7D | +0.8% | -1.4% | +2.1% | +1.6% |
| 30D | +6.8% | +12.8% | -6.0% | -1.8% |
| 3M | -3.8% | +1.1% | -4.9% | -4.9% |
| 6M | +11.7% | -2.6% | +14.4% | +12.3% |
| YTD | +17.5% | +9.9% | +7.6% | +7.8% |
| 1Y | +33.8% | +19.3% | +14.4% | +15.7% |
| 3Y | +104.2% | +68.4% | +35.9% | +36.3% |
| 5Y | +26.4% | +29.1% | -2.7% | +0.3% |
| 10Y | +89.2% | +340.2% | -251.0% | -21.3% |
| All | +89.2% | +361.0% | -271.8% | -21.3% |
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