+80.4%
XLI vs DOV
+13.3%
+67.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.4% |
| 7D | -2.3% | -1.9% | -0.4% | -1.3% |
| 30D | -8.2% | -9.9% | +1.7% | -2.8% |
| 3M | +0.8% | -12.1% | +12.9% | +7.6% |
| 6M | +0.8% | -10.4% | +11.3% | +6.4% |
| YTD | +10.5% | -3.3% | +13.8% | +11.5% |
| 1Y | +14.1% | +7.8% | +6.4% | +7.8% |
| 3Y | +68.6% | +36.3% | +32.3% | +36.2% |
| 5Y | +80.4% | +14.8% | +65.6% | +56.5% |
| All | +80.4% | +13.3% | +67.1% | +56.5% |
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