+17.3%
DOV vs REPL
-53.1%
+70.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.0% |
| 7D | -2.7% | -3.0% | +0.3% | -2.6% |
| 30D | -8.1% | +27.1% | -35.2% | -8.5% |
| 3M | -9.4% | +52.4% | -61.8% | -10.7% |
| 6M | -12.6% | +107.4% | -120.1% | -16.0% |
| YTD | -0.5% | +54.7% | -55.2% | -3.7% |
| 1Y | +9.2% | +158.9% | -149.6% | +2.7% |
| 3Y | +34.1% | -23.7% | +57.9% | +25.9% |
| All | +17.3% | -53.1% | +70.4% | +5.9% |
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