+40.7%
DOV vs FDS
-27.1%
+67.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +1.2% |
| 7D | -2.7% | -1.9% | -0.8% | -2.5% |
| 30D | -8.1% | +9.0% | -17.1% | -8.8% |
| 3M | -9.4% | +18.9% | -28.3% | -10.8% |
| 6M | -12.6% | +35.1% | -47.7% | -16.3% |
| YTD | -0.5% | +5.5% | -6.0% | +2.6% |
| 1Y | +9.2% | -16.8% | +26.1% | +23.5% |
| All | +40.7% | -27.1% | +67.8% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling