+17.8%
DOV vs RNG
-68.4%
+86.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -2.0% | -6.1% | +4.1% | -1.2% |
| 30D | -8.9% | +9.6% | -18.5% | -10.1% |
| 3M | -13.3% | +83.3% | -96.6% | -20.5% |
| 6M | -9.7% | +77.9% | -87.6% | -17.8% |
| YTD | -2.5% | +139.9% | -142.4% | -16.5% |
| 1Y | +7.2% | +121.7% | -114.4% | -7.3% |
| 3Y | +39.4% | +121.9% | -82.5% | +16.8% |
| All | +17.8% | -68.4% | +86.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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