+40.3%
DOV vs CRL
+41.7%
-1.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -2.7% | -1.0% | -1.6% | -2.5% |
| 30D | -8.1% | +10.7% | -18.7% | -9.9% |
| 3M | -9.4% | +55.3% | -64.7% | -17.4% |
| 6M | -12.6% | +60.7% | -73.3% | -21.6% |
| YTD | -0.5% | +44.6% | -45.1% | -8.8% |
| 1Y | +9.2% | +77.7% | -68.5% | -5.2% |
| All | +40.3% | +41.7% | -1.4% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling