+18.4%
DOV vs RRC
+153.5%
-135.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | -7.5% | +9.4% | -16.9% | -8.7% |
| 3M | -9.7% | +7.4% | -17.1% | -10.8% |
| 6M | -6.1% | +1.5% | -7.6% | -6.7% |
| YTD | +0.5% | +19.4% | -18.9% | -2.9% |
| 1Y | +10.5% | +24.2% | -13.7% | +5.7% |
| 3Y | +41.7% | +32.8% | +8.9% | +32.9% |
| 5Y | +18.4% | +152.9% | -134.5% | +5.3% |
| All | +18.4% | +153.5% | -135.1% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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