+6,446.5%
DOV vs RVTY
+2,885.1%
+3,561.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | +8.6% | +1.5% | +7.1% | +7.9% |
| 3M | +1.9% | +31.5% | -29.6% | -6.8% |
| 6M | -1.7% | +62.7% | -64.3% | -16.1% |
| YTD | +8.3% | +60.0% | -51.6% | -7.9% |
| 1Y | +16.6% | +65.7% | -49.1% | -2.1% |
| 3Y | +65.1% | +85.2% | -20.1% | +31.8% |
| 5Y | +29.2% | -14.9% | +44.1% | +27.2% |
| 10Y | +329.7% | +211.9% | +117.8% | +186.3% |
| All | +6,446.5% | +2,885.1% | +3,561.4% | +2,122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling