+14.8%
DOV vs BG
+88.4%
-73.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -1.9% | +3.7% | -5.7% | -2.7% |
| 30D | -9.9% | +12.3% | -22.2% | -12.1% |
| 3M | -12.1% | -2.2% | -9.9% | -11.9% |
| 6M | -10.4% | +5.3% | -15.8% | -12.1% |
| YTD | -3.3% | +42.4% | -45.7% | -11.7% |
| 1Y | +7.8% | +55.2% | -47.4% | -3.9% |
| 3Y | +36.3% | +21.0% | +15.4% | +27.4% |
| 5Y | +14.8% | +87.1% | -72.3% | -7.0% |
| All | +14.8% | +88.4% | -73.6% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling