+328.2%
DOV vs DD
+98.3%
+229.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +3.4% | +6.7% | -3.3% | 0.0% |
| 30D | +8.8% | +19.4% | -10.6% | -1.1% |
| 3M | +0.9% | +7.6% | -6.7% | -3.3% |
| 6M | -2.8% | +2.9% | -5.7% | -5.0% |
| YTD | +8.1% | +29.9% | -21.8% | -7.0% |
| 1Y | +15.2% | +28.6% | -13.4% | -0.4% |
| 3Y | +64.5% | +90.0% | -25.5% | +12.1% |
| 5Y | +28.9% | +68.1% | -39.3% | -8.0% |
| All | +328.2% | +98.3% | +229.8% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling