+1,474.6%
DOV vs RL
+1,366.2%
+108.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -8.1% | -7.8% | -0.3% | -5.7% |
| 3M | -9.4% | -4.0% | -5.4% | -8.3% |
| 6M | -12.6% | -1.9% | -10.7% | -12.8% |
| YTD | -0.5% | -0.2% | -0.3% | -1.4% |
| 1Y | +9.2% | +10.7% | -1.4% | +4.3% |
| 3Y | +34.1% | +210.8% | -176.6% | -11.0% |
| 5Y | +17.3% | +238.2% | -221.0% | -26.4% |
| 10Y | +284.9% | +313.4% | -28.5% | +109.7% |
| All | +1,474.6% | +1,366.2% | +108.5% | +419.6% |
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