+38.2%
DOV vs BR
-5.0%
+43.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.9% | -6.0% | +4.0% | -0.5% |
| 30D | -9.9% | -0.9% | -9.0% | -9.8% |
| 3M | -12.1% | +16.4% | -28.5% | -15.9% |
| 6M | -10.4% | -8.2% | -2.2% | -7.2% |
| YTD | -3.3% | -23.2% | +19.9% | +8.8% |
| 1Y | +7.8% | -30.9% | +38.7% | +28.2% |
| All | +38.2% | -5.0% | +43.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling