+18.7%
DOV vs CAPR
+84.7%
-66.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.9% |
| 7D | -2.7% | -2.0% | -0.7% | -2.6% |
| 30D | -8.1% | +139.2% | -147.3% | -8.9% |
| 3M | -9.4% | -66.4% | +57.0% | -9.0% |
| 6M | -12.6% | -63.1% | +50.5% | -12.4% |
| YTD | -0.5% | -67.4% | +67.0% | -0.1% |
| 1Y | +9.2% | +58.2% | -49.0% | +5.2% |
| 3Y | +34.1% | +42.2% | -8.1% | +24.2% |
| All | +18.7% | +84.7% | -66.0% | +7.4% |
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 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