+5,914.2%
DOV vs RRC
+1,202.2%
+4,712.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | -8.1% | +10.1% | -18.2% | -9.1% |
| 3M | -9.4% | +4.0% | -13.4% | -10.0% |
| 6M | -12.6% | +1.6% | -14.2% | -13.1% |
| YTD | -0.5% | +19.7% | -20.2% | -3.0% |
| 1Y | +9.2% | +21.4% | -12.2% | +6.1% |
| 3Y | +34.1% | +29.7% | +4.5% | +28.3% |
| 5Y | +17.3% | +153.9% | -136.6% | +1.4% |
| 10Y | +284.9% | +10.8% | +274.1% | +226.5% |
| All | +5,914.2% | +1,202.2% | +4,712.1% | +4,364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling