+34.1%
XLP vs DOV
+17.7%
+16.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.0% | -2.7% | +1.6% | -0.5% |
| 30D | -0.9% | -8.1% | +7.2% | +0.9% |
| 3M | +3.8% | -9.4% | +13.2% | +5.7% |
| 6M | -1.7% | -12.6% | +10.9% | +0.7% |
| YTD | +10.3% | -0.5% | +10.7% | +9.6% |
| 1Y | +7.8% | +9.2% | -1.5% | +4.7% |
| 3Y | +27.2% | +34.1% | -6.9% | +14.0% |
| All | +34.1% | +17.7% | +16.3% | +21.1% |
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