+679.0%
DOV vs BAH
+1,074.5%
-395.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.1% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | +12.8% | +17.3% | -4.5% | +7.8% |
| 3M | +1.1% | +14.9% | -13.7% | -3.2% |
| 6M | -2.6% | +14.2% | -16.9% | -7.4% |
| YTD | +9.9% | +5.1% | +4.8% | +5.5% |
| 1Y | +19.3% | +2.1% | +17.2% | +15.4% |
| 3Y | +68.4% | -26.0% | +94.4% | +72.6% |
| 5Y | +29.1% | +9.0% | +20.2% | +14.1% |
| 10Y | +340.2% | +208.8% | +131.4% | +175.5% |
| All | +679.0% | +1,074.5% | -395.5% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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