+705.4%
DOV vs BTG
+378.0%
+327.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.8% | +1.2% |
| 7D | +2.5% | +4.8% | -2.3% | +2.2% |
| 30D | -7.5% | +8.3% | -15.9% | -8.1% |
| 3M | -9.7% | +32.3% | -42.0% | -11.9% |
| 6M | -6.1% | +3.0% | -9.0% | -6.9% |
| YTD | +0.5% | +21.9% | -21.4% | -1.9% |
| 1Y | +10.5% | +28.2% | -17.6% | +7.1% |
| 3Y | +41.7% | +99.9% | -58.2% | +31.3% |
| 5Y | +18.4% | +73.6% | -55.1% | +9.9% |
| 10Y | +289.8% | +136.5% | +153.2% | +242.2% |
| All | +705.4% | +378.0% | +327.5% | +513.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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