+2,007.2%
DOV vs FDS
+9,502.8%
-7,495.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +2.1% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | -8.1% | +9.0% | -17.1% | -10.8% |
| 3M | -9.4% | +18.9% | -28.3% | -15.6% |
| 6M | -12.6% | +35.1% | -47.7% | -23.2% |
| YTD | -0.5% | +5.5% | -6.0% | -6.0% |
| 1Y | +9.2% | -16.8% | +26.1% | +10.9% |
| 3Y | +34.1% | -28.1% | +62.2% | +42.2% |
| 5Y | +17.3% | -17.4% | +34.7% | +17.9% |
| 10Y | +284.9% | +85.4% | +199.5% | +194.5% |
| All | +2,007.2% | +9,502.8% | -7,495.6% | +633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling