+2,220.8%
DOV vs FDS
+10,549.7%
-8,329.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.7% |
| 7D | -0.1% | -2.1% | +2.0% | +0.5% |
| 30D | +11.3% | +16.0% | -4.7% | +5.9% |
| 3M | +2.2% | +18.8% | -16.6% | -4.2% |
| 6M | -2.9% | +54.1% | -57.0% | -18.0% |
| YTD | +9.6% | +17.0% | -7.4% | -0.5% |
| 1Y | +16.7% | +25.5% | -8.9% | +3.1% |
| 3Y | +66.9% | -23.3% | +90.2% | +72.3% |
| 5Y | +32.0% | -22.6% | +54.6% | +35.1% |
| 10Y | +334.8% | +130.2% | +204.5% | +209.1% |
| All | +2,220.8% | +10,549.7% | -8,329.0% | +676.1% |
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