-2.8%
DOV vs DD
+3.4%
-6.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +3.4% | +6.7% | -3.3% | +0.9% |
| 30D | +8.8% | +19.4% | -10.6% | +1.8% |
| 3M | +0.9% | +7.6% | -6.7% | -1.4% |
| 6M | -2.8% | +2.9% | -5.7% | -2.4% |
| All | -2.8% | +3.4% | -6.2% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling