+292.2%
DOV vs BG
+166.7%
+125.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -2.0% | +3.1% | -5.1% | -3.0% |
| 30D | -8.9% | +10.2% | -19.1% | -11.9% |
| 3M | -13.3% | -1.7% | -11.6% | -13.3% |
| 6M | -9.7% | +1.0% | -10.6% | -11.0% |
| YTD | -2.5% | +39.9% | -42.4% | -14.1% |
| 1Y | +7.2% | +53.2% | -46.0% | -9.0% |
| 3Y | +39.4% | +16.3% | +23.1% | +27.7% |
| 5Y | +15.8% | +83.9% | -68.0% | -14.3% |
| All | +292.2% | +166.7% | +125.5% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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