+6,541.0%
DOV vs RRC
+1,418.2%
+5,122.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | -1.4% | -10.3% | +9.0% | -0.2% |
| 30D | +12.8% | +19.5% | -6.7% | +10.4% |
| 3M | +1.1% | +27.9% | -26.8% | -1.9% |
| 6M | -2.6% | +21.2% | -23.8% | -5.1% |
| YTD | +9.9% | +39.6% | -29.7% | +5.1% |
| 1Y | +19.3% | +31.3% | -12.0% | +14.8% |
| 3Y | +68.4% | +51.9% | +16.4% | +58.0% |
| 5Y | +29.1% | +110.2% | -81.0% | +14.0% |
| 10Y | +340.2% | +56.7% | +283.5% | +259.2% |
| All | +6,541.0% | +1,418.2% | +5,122.8% | +4,735.0% |
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