+18.7%
DOV vs RL
+238.1%
-219.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -8.1% | -7.8% | -0.3% | -5.5% |
| 3M | -9.4% | -4.0% | -5.4% | -8.2% |
| 6M | -12.6% | -1.9% | -10.7% | -12.7% |
| YTD | -0.5% | -0.2% | -0.3% | -1.5% |
| 1Y | +9.2% | +10.7% | -1.4% | +3.8% |
| 3Y | +34.1% | +210.8% | -176.6% | -14.8% |
| All | +18.7% | +238.1% | -219.4% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling