+288.7%
DOV vs TAP
-50.5%
+339.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.9% | -5.3% | +3.3% | -0.2% |
| 30D | -9.9% | -7.4% | -2.5% | -7.7% |
| 3M | -12.1% | -4.9% | -7.2% | -11.1% |
| 6M | -10.4% | -14.2% | +3.8% | -6.5% |
| YTD | -3.3% | -14.8% | +11.5% | +0.9% |
| 1Y | +7.8% | -18.1% | +25.9% | +13.5% |
| 3Y | +36.3% | -32.7% | +69.0% | +51.1% |
| 5Y | +14.8% | -0.5% | +15.3% | +7.1% |
| All | +288.7% | -50.5% | +339.3% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling