+289.8%
DOV vs M
-6.4%
+296.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.5% |
| 7D | +2.5% | +2.4% | +0.2% | +2.0% |
| 30D | -7.5% | -11.6% | +4.1% | -5.3% |
| 3M | -9.7% | +1.6% | -11.3% | -10.2% |
| 6M | -6.1% | +25.2% | -31.3% | -10.6% |
| YTD | +0.5% | +3.8% | -3.3% | -1.0% |
| 1Y | +10.5% | +36.3% | -25.8% | +2.8% |
| 3Y | +41.7% | +116.3% | -74.6% | +15.5% |
| 5Y | +18.4% | +28.2% | -9.7% | +1.1% |
| 10Y | +289.8% | -3.4% | +293.1% | +168.8% |
| All | +289.8% | -6.4% | +296.1% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling