+38.7%
DOV vs DOC
+20.8%
+17.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.5% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | -8.1% | -4.8% | -3.3% | -6.8% |
| 3M | -9.4% | +6.9% | -16.3% | -11.4% |
| 6M | -12.6% | +20.7% | -33.4% | -18.0% |
| YTD | -0.5% | +34.1% | -34.6% | -10.3% |
| 1Y | +9.2% | +22.6% | -13.4% | +1.2% |
| All | +38.7% | +20.8% | +17.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling