+292.2%
DOV vs DD
+66.6%
+225.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.0% | -3.5% | +1.5% | -0.2% |
| 30D | -8.9% | -11.7% | +2.8% | -2.9% |
| 3M | -13.3% | -9.2% | -4.0% | -9.0% |
| 6M | -9.7% | -7.2% | -2.5% | -6.8% |
| YTD | -2.5% | +6.6% | -9.1% | -6.6% |
| 1Y | +7.2% | +32.0% | -24.8% | -8.9% |
| 3Y | +39.4% | +42.1% | -2.7% | +10.8% |
| 5Y | +15.8% | +58.1% | -42.2% | -14.9% |
| All | +292.2% | +66.6% | +225.6% | +126.5% |
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