+357.0%
DOV vs FTV
+127.6%
+229.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.0% | +3.9% | -0.9% | +0.3% |
| 30D | +8.6% | +18.7% | -10.1% | -3.6% |
| 3M | +1.9% | +10.0% | -8.2% | -4.9% |
| 6M | -1.7% | +14.6% | -16.2% | -11.2% |
| YTD | +8.3% | +23.4% | -15.1% | -8.5% |
| 1Y | +16.6% | +31.3% | -14.7% | -5.8% |
| 3Y | +65.1% | +39.8% | +25.3% | +25.8% |
| 5Y | +29.2% | +17.7% | +11.5% | +9.7% |
| 10Y | +329.7% | +110.2% | +219.4% | +146.7% |
| All | +357.0% | +127.6% | +229.4% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling