+1,177.0%
DOV vs BG
+1,185.2%
-8.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.4% |
| 7D | +2.5% | +2.4% | +0.2% | +1.7% |
| 30D | -7.5% | +15.0% | -22.6% | -11.7% |
| 3M | -9.7% | -0.7% | -9.0% | -10.1% |
| 6M | -6.1% | +7.5% | -13.6% | -9.3% |
| YTD | +0.5% | +41.6% | -41.1% | -11.2% |
| 1Y | +10.5% | +50.7% | -40.1% | -4.8% |
| 3Y | +41.7% | +20.3% | +21.4% | +28.6% |
| 5Y | +18.4% | +85.2% | -66.8% | -9.1% |
| 10Y | +289.8% | +160.6% | +129.1% | +151.9% |
| All | +1,177.0% | +1,185.2% | -8.2% | +538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling