+10.7%
DOV vs ALC
-14.0%
+24.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +1.3% | -5.3% | +6.6% | +2.4% |
| 30D | -8.6% | -7.1% | -1.6% | -7.3% |
| 3M | -13.1% | +0.8% | -13.9% | -13.5% |
| 6M | -8.8% | -16.0% | +7.2% | -4.3% |
| YTD | -1.2% | -12.7% | +11.5% | +1.9% |
| 1Y | +10.7% | -12.8% | +23.5% | +14.1% |
| All | +10.7% | -14.0% | +24.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling