+16.4%
DOV vs DD
+59.3%
-42.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.4% |
| 7D | +1.3% | -3.8% | +5.1% | +3.3% |
| 30D | -8.6% | -9.2% | +0.6% | -4.2% |
| 3M | -13.1% | -9.0% | -4.1% | -9.2% |
| 6M | -8.8% | -5.0% | -3.9% | -7.2% |
| YTD | -1.2% | +7.4% | -8.6% | -5.6% |
| 1Y | +10.7% | +35.1% | -24.4% | -6.5% |
| 3Y | +39.3% | +43.2% | -3.9% | +11.2% |
| 5Y | +16.4% | +59.6% | -43.2% | -13.8% |
| All | +16.4% | +59.3% | -42.9% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling