+329.8%
DOV vs FDS
+127.5%
+202.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.7% | -2.0% | +1.3% | -0.1% |
| 30D | +12.3% | +13.5% | -1.2% | +7.0% |
| 3M | +1.2% | +15.2% | -14.0% | -4.8% |
| 6M | -3.1% | +47.0% | -50.1% | -19.2% |
| YTD | +9.4% | +13.9% | -4.5% | +0.3% |
| 1Y | +17.6% | +25.2% | -7.6% | +2.4% |
| 3Y | +66.5% | -25.3% | +91.9% | +84.8% |
| 5Y | +29.0% | -23.3% | +52.3% | +38.9% |
| 10Y | +329.8% | +126.0% | +203.8% | +178.2% |
| All | +329.8% | +127.5% | +202.3% | +178.2% |
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