+41.6%
XLC vs DOV
+28.5%
+13.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +6.2% | -0.7% | +7.0% | +6.5% |
| 30D | -2.4% | +12.3% | -14.6% | -7.2% |
| 3M | -3.3% | +1.2% | -4.5% | -4.1% |
| 6M | -7.3% | -3.1% | -4.2% | -6.9% |
| YTD | -7.6% | +9.4% | -17.0% | -13.0% |
| 1Y | -3.7% | +17.6% | -21.3% | -12.6% |
| 3Y | +62.9% | +66.5% | -3.6% | +16.8% |
| 5Y | +41.6% | +29.0% | +12.6% | +15.1% |
| All | +41.6% | +28.5% | +13.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling