+357.4%
DOV vs ALM
+7,705.7%
-7,348.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.0% |
| 7D | -2.7% | -2.6% | -0.1% | -2.7% |
| 30D | -8.1% | +32.0% | -40.1% | -8.2% |
| 3M | -9.4% | -15.0% | +5.6% | -9.4% |
| 6M | -12.6% | -10.1% | -2.5% | -12.6% |
| YTD | -0.5% | +99.4% | -99.9% | -0.7% |
| 1Y | +9.2% | +316.4% | -307.1% | +8.8% |
| 3Y | +34.1% | +2,022.0% | -1,987.9% | +33.0% |
| 5Y | +17.3% | +941.2% | -923.9% | +16.4% |
| 10Y | +284.9% | +2,950.3% | -2,665.4% | +281.1% |
| All | +357.4% | +7,705.7% | -7,348.3% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling