+28.7%
DOV vs RUN
-85.3%
+114.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +3.0% | -13.5% | +16.5% | +4.1% |
| 30D | +8.6% | +18.3% | -9.7% | +6.7% |
| 3M | +1.9% | -12.5% | +14.3% | +2.5% |
| 6M | -1.7% | -40.3% | +38.6% | +1.6% |
| YTD | +8.3% | -53.1% | +61.4% | +12.7% |
| 1Y | +16.6% | -54.3% | +70.8% | +21.2% |
| 3Y | +65.1% | -6.5% | +71.6% | +42.0% |
| All | +28.7% | -85.3% | +114.0% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling