+953.9%
DOV vs CRL
+1,379.5%
-425.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -2.7% | -1.0% | -1.6% | -2.4% |
| 30D | -8.1% | +10.7% | -18.7% | -10.9% |
| 3M | -9.4% | +55.3% | -64.7% | -21.4% |
| 6M | -12.6% | +60.7% | -73.3% | -25.9% |
| YTD | -0.5% | +44.6% | -45.1% | -13.4% |
| 1Y | +9.2% | +77.7% | -68.5% | -11.4% |
| 3Y | +34.1% | +37.6% | -3.5% | +11.5% |
| 5Y | +17.3% | -35.8% | +53.1% | +20.0% |
| 10Y | +284.9% | +241.7% | +43.2% | +126.1% |
| All | +953.9% | +1,379.5% | -425.6% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling