+329.8%
DOV vs RL
+369.1%
-39.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -0.7% | +1.3% | -2.1% | -1.3% |
| 30D | +12.3% | +7.6% | +4.6% | +9.2% |
| 3M | +1.2% | -1.5% | +2.7% | +1.4% |
| 6M | -3.1% | +12.1% | -15.1% | -7.8% |
| YTD | +9.4% | +13.9% | -4.5% | +3.0% |
| 1Y | +17.6% | +20.7% | -3.0% | +8.3% |
| 3Y | +66.5% | +260.6% | -194.0% | +0.2% |
| 5Y | +29.0% | +248.9% | -219.8% | -23.7% |
| 10Y | +329.8% | +355.9% | -26.1% | +110.0% |
| All | +329.8% | +369.1% | -39.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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