+328.2%
DOV vs CAPR
-63.2%
+391.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.7% | +7.3% | -1.3% |
| 7D | +3.4% | +19.1% | -15.7% | +3.1% |
| 30D | +8.8% | +48.8% | -40.0% | +8.2% |
| 3M | +0.9% | +144.4% | -143.5% | -0.6% |
| 6M | -2.8% | -67.5% | +64.7% | -2.4% |
| YTD | +8.1% | -64.5% | +72.6% | +8.3% |
| 1Y | +15.2% | +74.4% | -59.2% | +9.3% |
| 3Y | +64.5% | +265.7% | -201.2% | +50.2% |
| 5Y | +28.9% | +196.0% | -167.1% | +16.8% |
| All | +328.2% | -63.2% | +391.3% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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