+14.8%
DOV vs FTV
-3.0%
+17.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -0.6% |
| 7D | -1.9% | -5.2% | +3.3% | +1.6% |
| 30D | -9.9% | -11.5% | +1.6% | -2.3% |
| 3M | -12.1% | -9.0% | -3.1% | -6.9% |
| 6M | -10.4% | -2.0% | -8.4% | -10.0% |
| YTD | -3.3% | -0.9% | -2.4% | -4.8% |
| 1Y | +7.8% | +14.8% | -7.0% | -4.7% |
| 3Y | +36.3% | -5.5% | +41.8% | +36.5% |
| 5Y | +14.8% | -1.9% | +16.7% | +9.0% |
| All | +14.8% | -3.0% | +17.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling