+5,914.2%
DOV vs TAP
+825.0%
+5,089.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.7% | -2.3% | -0.3% | -2.2% |
| 30D | -8.1% | -2.1% | -5.9% | -7.7% |
| 3M | -9.4% | +6.6% | -16.0% | -10.8% |
| 6M | -12.6% | -11.5% | -1.1% | -10.7% |
| YTD | -0.5% | -10.3% | +9.8% | +1.2% |
| 1Y | +9.2% | -14.4% | +23.6% | +12.0% |
| 3Y | +34.1% | -28.3% | +62.4% | +41.4% |
| 5Y | +17.3% | +1.7% | +15.6% | +13.7% |
| 10Y | +284.9% | -49.2% | +334.1% | +313.1% |
| All | +5,914.2% | +825.0% | +5,089.2% | +4,136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling