+329.8%
DOV vs ALM
+2,040.7%
-1,710.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.8% | -0.3% |
| 7D | -0.7% | -6.3% | +5.6% | -0.6% |
| 30D | +12.3% | -31.4% | +43.7% | +13.3% |
| 3M | +1.2% | -40.6% | +41.8% | +2.3% |
| 6M | -3.1% | -58.6% | +55.6% | -1.5% |
| YTD | +9.4% | -7.6% | +17.0% | +9.3% |
| 1Y | +17.6% | +13.8% | +3.8% | +17.0% |
| 3Y | +66.5% | +842.1% | -775.6% | +59.0% |
| 5Y | +29.0% | +407.4% | -378.4% | +23.6% |
| 10Y | +329.8% | +2,079.4% | -1,749.6% | +344.7% |
| All | +329.8% | +2,040.7% | -1,710.9% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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