+1,638.7%
DOV vs RL
+1,568.4%
+70.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.8% | -1.4% | +2.6% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | +12.8% | +7.3% | +5.5% | +10.1% |
| 3M | +1.1% | +1.0% | +0.1% | +0.5% |
| 6M | -2.6% | +11.8% | -14.4% | -6.9% |
| YTD | +9.9% | +13.6% | -3.7% | +4.1% |
| 1Y | +19.3% | +24.0% | -4.7% | +9.7% |
| 3Y | +68.4% | +256.6% | -188.2% | +6.7% |
| 5Y | +29.1% | +240.2% | -211.1% | -18.9% |
| 10Y | +340.2% | +373.0% | -32.8% | +129.1% |
| All | +1,638.7% | +1,568.4% | +70.3% | +448.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling