+340.2%
DOV vs CAPR
-64.9%
+405.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.4% | -5.0% | +4.4% |
| 7D | -1.4% | +36.0% | -37.4% | -1.8% |
| 30D | +12.8% | +25.8% | -13.0% | +12.4% |
| 3M | +1.1% | +140.8% | -139.7% | -0.4% |
| 6M | -2.6% | -67.6% | +65.0% | -2.2% |
| YTD | +9.9% | -65.9% | +75.8% | +10.2% |
| 1Y | +19.3% | +66.1% | -46.8% | +13.3% |
| 3Y | +68.4% | +256.9% | -188.5% | +53.8% |
| 5Y | +29.1% | +172.1% | -143.0% | +17.2% |
| 10Y | +340.2% | -64.7% | +404.9% | +276.1% |
| All | +340.2% | -64.9% | +405.1% | +276.1% |
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