+5,914.2%
DOV vs RVTY
+2,416.7%
+3,497.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | -8.1% | +13.2% | -21.3% | -11.6% |
| 3M | -9.4% | +27.2% | -36.7% | -16.2% |
| 6M | -12.6% | +32.4% | -45.0% | -20.6% |
| YTD | -0.5% | +34.9% | -35.3% | -10.5% |
| 1Y | +9.2% | +52.4% | -43.1% | -5.5% |
| 3Y | +34.1% | +12.3% | +21.8% | +24.3% |
| 5Y | +17.3% | -30.8% | +48.1% | +23.5% |
| 10Y | +284.9% | +150.7% | +134.2% | +175.0% |
| All | +5,914.2% | +2,416.7% | +3,497.6% | +2,061.9% |
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