+16.4%
DOV vs RUN
-80.3%
+96.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.3% |
| 7D | +1.3% | -1.8% | +3.1% | +1.5% |
| 30D | -8.6% | -10.8% | +2.2% | -7.9% |
| 3M | -13.1% | -30.2% | +17.0% | -10.9% |
| 6M | -8.8% | -22.3% | +13.5% | -7.7% |
| YTD | -1.2% | -52.2% | +50.9% | +2.9% |
| 1Y | +10.7% | -45.1% | +55.8% | +13.3% |
| 3Y | +39.3% | -37.1% | +76.4% | +26.2% |
| 5Y | +16.4% | -80.3% | +96.7% | +11.5% |
| All | +16.4% | -80.3% | +96.7% | +11.5% |
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