+340.2%
DOV vs ARMK
+131.1%
+209.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.3% | +3.0% |
| 7D | -1.4% | +0.9% | -2.3% | -1.7% |
| 30D | +12.8% | -0.4% | +13.2% | +12.8% |
| 3M | +1.1% | -2.0% | +3.1% | +1.5% |
| 6M | -2.6% | +22.0% | -24.6% | -9.8% |
| YTD | +9.9% | +49.6% | -39.7% | -5.3% |
| 1Y | +19.3% | +46.4% | -27.0% | +3.6% |
| 3Y | +68.4% | +103.2% | -34.8% | +28.8% |
| 5Y | +29.1% | +108.1% | -79.0% | -3.5% |
| 10Y | +340.2% | +129.4% | +210.7% | +221.6% |
| All | +340.2% | +131.1% | +209.1% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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