+19.0%
DOV vs IRE
-97.2%
+116.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +39.6% | -38.9% | -0.2% |
| 7D | -1.9% | -27.2% | +25.3% | -1.6% |
| 30D | +8.3% | -75.1% | +83.4% | +10.6% |
| 3M | -3.1% | -77.9% | +74.8% | -1.1% |
| 6M | -9.8% | -94.6% | +84.8% | -6.7% |
| YTD | +5.2% | -91.5% | +96.7% | +6.1% |
| 1Y | +15.3% | -97.8% | +113.2% | +18.6% |
| All | +19.0% | -97.2% | +116.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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