+300.4%
DOV vs ARMK
+350.8%
-50.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | -8.1% | 0.0% | -8.1% | -8.3% |
| 3M | -9.4% | +6.7% | -16.1% | -11.6% |
| 6M | -12.6% | +38.8% | -51.4% | -22.4% |
| YTD | -0.5% | +55.2% | -55.7% | -15.1% |
| 1Y | +9.2% | +46.6% | -37.4% | -5.1% |
| 3Y | +34.1% | +112.9% | -78.8% | +1.3% |
| 5Y | +17.3% | +144.0% | -126.7% | -16.7% |
| 10Y | +284.9% | +132.4% | +152.5% | +167.0% |
| All | +300.4% | +350.8% | -50.5% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling