+820.5%
XLB vs DOV
+1,322.3%
-501.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.9% |
| 7D | -1.4% | -2.7% | +1.3% | +0.1% |
| 30D | -0.4% | -8.1% | +7.7% | +4.4% |
| 3M | +2.0% | -9.4% | +11.4% | +7.2% |
| 6M | +1.8% | -12.6% | +14.4% | +8.8% |
| YTD | +16.6% | -0.5% | +17.1% | +15.6% |
| 1Y | +16.9% | +9.2% | +7.7% | +9.6% |
| 3Y | +32.6% | +34.1% | -1.6% | +8.8% |
| 5Y | +35.6% | +17.3% | +18.4% | +18.5% |
| 10Y | +160.0% | +284.9% | -124.9% | +13.5% |
| All | +820.5% | +1,322.3% | -501.8% | +85.3% |
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 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