+20.0%
YUM vs DOV
+14.8%
+5.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -6.1% | -2.0% | -4.1% | -5.5% |
| 30D | -5.8% | -8.9% | +3.1% | -3.3% |
| 3M | -7.6% | -13.3% | +5.6% | -4.1% |
| 6M | -9.1% | -9.7% | +0.5% | -7.1% |
| YTD | -5.5% | -2.5% | -3.1% | -5.9% |
| 1Y | -3.7% | +7.2% | -10.9% | -7.2% |
| 3Y | +17.8% | +39.4% | -21.6% | +0.3% |
| All | +20.0% | +14.8% | +5.2% | +7.9% |
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