+302.5%
DOV vs FDS
+72.8%
+229.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.5% |
| 7D | +1.3% | -8.8% | +10.1% | +4.6% |
| 30D | -8.6% | -1.4% | -7.3% | -8.5% |
| 3M | -13.1% | +13.9% | -27.0% | -18.8% |
| 6M | -8.8% | +27.4% | -36.2% | -20.5% |
| YTD | -1.2% | -2.5% | +1.2% | -3.6% |
| 1Y | +10.7% | -23.8% | +34.5% | +20.8% |
| 3Y | +39.3% | -32.5% | +71.8% | +59.5% |
| 5Y | +16.4% | -23.2% | +39.6% | +22.4% |
| 10Y | +302.5% | +76.4% | +226.1% | +173.7% |
| All | +302.5% | +72.8% | +229.6% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling