+329.1%
DOV vs FDS
+127.7%
+201.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +3.0% | +1.5% | +1.5% | +2.5% |
| 30D | +8.6% | +14.8% | -6.2% | +3.0% |
| 3M | +1.9% | +16.3% | -14.4% | -4.5% |
| 6M | -1.7% | +66.2% | -67.9% | -22.0% |
| YTD | +8.3% | +16.2% | -7.9% | -1.4% |
| 1Y | +16.6% | +21.8% | -5.3% | +3.2% |
| 3Y | +65.1% | -23.9% | +89.0% | +82.0% |
| 5Y | +29.2% | -23.1% | +52.3% | +39.5% |
| All | +329.1% | +127.7% | +201.5% | +173.6% |
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