-35.9%
AAL vs DOV
+16.3%
-52.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.8% |
| 7D | -1.3% | +1.3% | -2.6% | -2.5% |
| 30D | -13.7% | -8.6% | -5.1% | -6.5% |
| 3M | -8.2% | -13.1% | +5.0% | +4.2% |
| 6M | +13.1% | -8.8% | +21.9% | +22.5% |
| YTD | -15.6% | -1.2% | -14.4% | -15.0% |
| 1Y | +1.4% | +10.7% | -9.3% | -8.7% |
| 3Y | -7.4% | +39.3% | -46.7% | -31.8% |
| 5Y | -35.9% | +16.4% | -52.4% | -47.4% |
| All | -35.9% | +16.3% | -52.3% | -47.4% |
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