+5,972.2%
DOV vs RRX
+3,925.9%
+2,046.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | +2.5% | +4.3% | -1.7% | +0.9% |
| 30D | -7.5% | -8.0% | +0.5% | -4.5% |
| 3M | -9.7% | -22.0% | +12.3% | -2.0% |
| 6M | -6.1% | -11.9% | +5.8% | -4.1% |
| YTD | +0.5% | +17.1% | -16.6% | -9.0% |
| 1Y | +10.5% | +14.9% | -4.4% | +0.1% |
| 3Y | +41.7% | +6.9% | +34.8% | +25.7% |
| 5Y | +18.4% | +19.6% | -1.1% | -1.6% |
| 10Y | +289.8% | +215.9% | +73.8% | +120.5% |
| All | +5,972.2% | +3,925.9% | +2,046.4% | +2,091.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling