+394.6%
DOV vs RUN
-33.9%
+428.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +3.0% | -13.5% | +16.5% | +4.4% |
| 30D | +8.6% | +18.3% | -9.7% | +6.4% |
| 3M | +1.9% | -12.5% | +14.3% | +2.6% |
| 6M | -1.7% | -40.3% | +38.6% | +2.3% |
| YTD | +8.3% | -53.1% | +61.4% | +13.6% |
| 1Y | +16.6% | -54.3% | +70.8% | +22.2% |
| 3Y | +65.1% | -6.5% | +71.6% | +41.2% |
| 5Y | +29.2% | -85.3% | +114.5% | +29.3% |
| 10Y | +329.7% | +68.9% | +260.8% | +199.3% |
| All | +394.6% | -33.9% | +428.5% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling