+18.4%
DOV vs RVTY
-32.1%
+50.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.8% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | -7.5% | +10.8% | -18.4% | -10.9% |
| 3M | -9.7% | +26.8% | -36.5% | -17.4% |
| 6M | -6.1% | +39.3% | -45.4% | -17.7% |
| YTD | +0.5% | +31.6% | -31.1% | -10.6% |
| 1Y | +10.5% | +47.7% | -37.2% | -6.2% |
| 3Y | +41.7% | +19.9% | +21.8% | +26.1% |
| 5Y | +18.4% | -32.3% | +50.8% | +24.5% |
| All | +18.4% | -32.1% | +50.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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