+152.3%
W vs DOV
+296.6%
-144.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +2.6% |
| 30D | -5.6% | -9.9% | +4.3% | +5.6% |
| 3M | +41.9% | -12.1% | +54.0% | +62.5% |
| 6M | +30.2% | -10.4% | +40.7% | +45.0% |
| YTD | -2.9% | -3.3% | +0.4% | -2.1% |
| 1Y | +11.6% | +7.8% | +3.8% | -0.9% |
| 3Y | +37.0% | +36.3% | +0.6% | +1.1% |
| 5Y | -62.8% | +14.8% | -77.6% | -66.3% |
| All | +152.3% | +296.6% | -144.3% | -5.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling