+29.1%
DOV vs REPL
-33.0%
+62.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.5% | +4.4% |
| 7D | -1.4% | +14.2% | -15.6% | -1.6% |
| 30D | +12.8% | +65.9% | -53.1% | +11.8% |
| 3M | +1.1% | +84.6% | -83.4% | 0.0% |
| 6M | -2.6% | +446.9% | -449.5% | -7.0% |
| YTD | +9.9% | +129.0% | -119.1% | +5.6% |
| 1Y | +19.3% | +167.9% | -148.6% | +14.1% |
| 3Y | +68.4% | +93.9% | -25.5% | +47.8% |
| 5Y | +29.1% | -33.0% | +62.1% | +18.5% |
| All | +29.1% | -33.0% | +62.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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