+288.7%
DOV vs CRL
+249.3%
+39.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.5% |
| 7D | -1.9% | -6.9% | +5.0% | +0.3% |
| 30D | -9.9% | -3.2% | -6.7% | -9.0% |
| 3M | -12.1% | +46.5% | -58.7% | -23.0% |
| 6M | -10.4% | +63.1% | -73.5% | -25.4% |
| YTD | -3.3% | +36.9% | -40.2% | -15.1% |
| 1Y | +7.8% | +78.1% | -70.3% | -14.3% |
| 3Y | +36.3% | +36.7% | -0.3% | +11.6% |
| 5Y | +14.8% | -38.1% | +52.9% | +25.8% |
| All | +288.7% | +249.3% | +39.4% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CRL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling