+125.8%
DOV vs ALC
+24.0%
+101.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +2.0% |
| 7D | -2.7% | -2.1% | -0.6% | -1.7% |
| 30D | -8.1% | -0.1% | -8.0% | -8.2% |
| 3M | -9.4% | +5.9% | -15.3% | -12.3% |
| 6M | -12.6% | -15.9% | +3.3% | -6.2% |
| YTD | -0.5% | -10.1% | +9.6% | +3.1% |
| 1Y | +9.2% | -10.2% | +19.5% | +12.9% |
| 3Y | +34.1% | -13.6% | +47.7% | +37.6% |
| 5Y | +17.3% | -15.1% | +32.4% | +19.1% |
| All | +125.8% | +24.0% | +101.7% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling