+328.2%
DOV vs ACM
+131.3%
+196.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +3.4% | +5.1% | -1.7% | +0.9% |
| 30D | +8.8% | +18.7% | -9.8% | -0.2% |
| 3M | +0.9% | +15.5% | -14.5% | -6.8% |
| 6M | -2.8% | +1.2% | -4.1% | -5.2% |
| YTD | +8.1% | -25.2% | +33.3% | +21.7% |
| 1Y | +15.2% | -46.3% | +61.5% | +54.5% |
| 3Y | +64.5% | -9.6% | +74.1% | +63.6% |
| 5Y | +28.9% | +4.4% | +24.5% | +17.3% |
| All | +328.2% | +131.3% | +196.8% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling