+24.9%
DOV vs CAPR
+142.6%
-117.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | +0.6% |
| 7D | -1.9% | +41.1% | -42.9% | -2.2% |
| 30D | +8.3% | +11.1% | -2.8% | +8.1% |
| 3M | -3.1% | +115.3% | -118.4% | -3.9% |
| 6M | -9.8% | -73.8% | +64.0% | -9.3% |
| YTD | +5.2% | -68.8% | +74.0% | +5.5% |
| 1Y | +15.3% | +43.3% | -28.0% | +11.3% |
| 3Y | +58.8% | +214.7% | -155.9% | +43.0% |
| All | +24.9% | +142.6% | -117.7% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling