+20.5%
DOV vs RUN
-53.7%
+74.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.2% | +18.5% | -16.2% | +0.6% |
| 30D | +11.2% | +15.5% | -4.3% | +9.5% |
| 3M | +1.6% | -20.3% | +21.9% | +3.2% |
| 6M | -3.2% | -30.8% | +27.6% | -1.2% |
| YTD | +9.7% | -52.2% | +62.0% | +13.1% |
| 1Y | +20.5% | -53.9% | +74.4% | +24.3% |
| All | +20.5% | -53.7% | +74.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling