+5,457.2%
DOV vs M
+401.4%
+5,055.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.8% |
| 7D | -1.9% | -4.3% | +2.4% | -0.9% |
| 30D | +8.3% | +1.3% | +7.0% | +7.6% |
| 3M | -3.1% | -7.4% | +4.3% | -1.7% |
| 6M | -9.8% | +18.3% | -28.2% | -14.4% |
| YTD | +5.2% | +7.6% | -2.4% | +1.7% |
| 1Y | +15.3% | +17.4% | -2.1% | +8.9% |
| 3Y | +58.8% | +108.4% | -49.6% | +22.3% |
| 5Y | +26.6% | -10.6% | +37.2% | +12.9% |
| 10Y | +351.6% | -3.2% | +354.8% | +217.9% |
| All | +5,457.2% | +401.4% | +5,055.8% | +2,268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling