+605.5%
DOV vs BAH
+886.2%
-280.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -2.7% | -3.2% | +0.6% | -1.8% |
| 30D | -8.1% | +2.0% | -10.1% | -8.7% |
| 3M | -9.4% | -7.6% | -1.8% | -8.0% |
| 6M | -12.6% | -5.7% | -6.9% | -12.4% |
| YTD | -0.5% | -11.7% | +11.2% | +0.6% |
| 1Y | +9.2% | -27.4% | +36.6% | +16.8% |
| 3Y | +34.1% | -32.5% | +66.7% | +40.7% |
| 5Y | +17.3% | -3.3% | +20.6% | +7.0% |
| 10Y | +284.9% | +186.0% | +98.9% | +146.2% |
| All | +605.5% | +886.2% | -280.7% | +173.5% |
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