+18.4%
DOV vs ALC
-15.6%
+34.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.7% |
| 7D | +2.5% | -3.7% | +6.2% | +4.0% |
| 30D | -7.5% | -3.7% | -3.8% | -6.3% |
| 3M | -9.7% | +4.6% | -14.2% | -11.7% |
| 6M | -6.1% | -14.6% | +8.5% | -0.8% |
| YTD | +0.5% | -11.9% | +12.3% | +4.5% |
| 1Y | +10.5% | -13.1% | +23.7% | +15.4% |
| 3Y | +41.7% | -15.0% | +56.7% | +46.5% |
| 5Y | +18.4% | -16.2% | +34.6% | +18.7% |
| All | +18.4% | -15.6% | +34.1% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling