+28.9%
DOV vs DD
+67.6%
-38.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +3.4% | +6.7% | -3.3% | +0.1% |
| 30D | +8.8% | +19.4% | -10.6% | -0.8% |
| 3M | +0.9% | +7.6% | -6.7% | -3.1% |
| 6M | -2.8% | +2.9% | -5.7% | -4.9% |
| YTD | +8.1% | +29.9% | -21.8% | -6.7% |
| 1Y | +15.2% | +28.6% | -13.4% | -0.1% |
| 3Y | +64.5% | +90.0% | -25.5% | +12.0% |
| 5Y | +28.9% | +68.1% | -39.3% | -8.4% |
| All | +28.9% | +67.6% | -38.7% | -8.4% |
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