+7.8%
DOV vs DD
+35.1%
-27.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.9% | -2.9% | +1.0% | -0.7% |
| 30D | -9.9% | -11.5% | +1.6% | -5.1% |
| 3M | -12.1% | -5.4% | -6.7% | -10.2% |
| 6M | -10.4% | -6.9% | -3.5% | -8.1% |
| YTD | -3.3% | +6.9% | -10.2% | -5.3% |
| 1Y | +7.8% | +35.6% | -27.9% | -1.9% |
| All | +7.8% | +35.1% | -27.3% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling