+58.8%
DOV vs RL
+240.1%
-181.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -1.9% | -4.2% | +2.3% | -0.5% |
| 30D | +8.3% | +4.3% | +4.0% | +6.7% |
| 3M | -3.1% | -4.6% | +1.5% | -1.7% |
| 6M | -9.8% | +1.7% | -11.5% | -10.8% |
| YTD | +5.2% | +7.3% | -2.2% | +1.6% |
| 1Y | +15.3% | +20.8% | -5.5% | +6.8% |
| 3Y | +58.8% | +247.0% | -188.2% | +5.7% |
| All | +58.8% | +240.1% | -181.3% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling