+14.8%
DOV vs RRX
+14.8%
0.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.4% |
| 7D | -1.9% | -3.7% | +1.8% | -0.5% |
| 30D | -9.9% | -9.3% | -0.6% | -6.6% |
| 3M | -12.1% | -21.8% | +9.7% | -5.3% |
| 6M | -10.4% | -22.0% | +11.6% | -4.5% |
| YTD | -3.3% | +11.9% | -15.3% | -11.4% |
| 1Y | +7.8% | +11.6% | -3.8% | -1.8% |
| 3Y | +36.3% | +2.2% | +34.2% | +23.9% |
| 5Y | +14.8% | +14.9% | -0.1% | -2.2% |
| All | +14.8% | +14.8% | 0.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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