+552.8%
XLP vs DOV
+1,403.2%
-850.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | +10.3% | +8.3% | +2.0% | +8.0% |
| 3M | +6.5% | -3.1% | +9.6% | +7.2% |
| 6M | +8.4% | -9.8% | +18.2% | +10.6% |
| YTD | +18.2% | +5.2% | +13.0% | +15.8% |
| 1Y | +22.4% | +15.3% | +7.1% | +17.2% |
| 3Y | +41.9% | +58.8% | -16.9% | +23.4% |
| 5Y | +40.9% | +26.6% | +14.3% | +28.2% |
| 10Y | +128.4% | +351.6% | -223.3% | +49.3% |
| All | +552.8% | +1,403.2% | -850.4% | +210.2% |
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