+677.0%
DOV vs BAH
+1,077.1%
-400.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.1% | -1.6% | +1.5% | +0.3% |
| 30D | +11.3% | +18.0% | -6.7% | +6.2% |
| 3M | +2.2% | +11.4% | -9.2% | -1.3% |
| 6M | -2.9% | +17.7% | -20.6% | -8.5% |
| YTD | +9.6% | +5.4% | +4.3% | +5.1% |
| 1Y | +16.7% | +2.8% | +13.9% | +12.6% |
| 3Y | +66.9% | -26.7% | +93.5% | +71.6% |
| 5Y | +32.0% | +8.1% | +23.9% | +17.0% |
| 10Y | +334.8% | +202.5% | +132.2% | +173.9% |
| All | +677.0% | +1,077.1% | -400.1% | +185.7% |
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