+163.6%
W vs DOV
+270.7%
-107.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.6% |
| 7D | -4.2% | -2.7% | -1.5% | -1.5% |
| 30D | -7.6% | -8.1% | +0.5% | +0.3% |
| 3M | +37.2% | -9.4% | +46.6% | +50.6% |
| 6M | +26.3% | -12.6% | +38.9% | +42.6% |
| YTD | -1.0% | -0.5% | -0.5% | -2.5% |
| 1Y | +20.1% | +9.2% | +10.8% | +7.3% |
| 3Y | +37.8% | +34.1% | +3.7% | +8.2% |
| 5Y | -63.7% | +17.3% | -80.9% | -66.8% |
| 10Y | +156.3% | +284.9% | -128.6% | +13.1% |
| All | +163.6% | +270.7% | -107.1% | +11.0% |
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 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