+41.7%
DOV vs TLN
+494.5%
-452.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.6% |
| 7D | +2.5% | +10.9% | -8.4% | +1.3% |
| 30D | -7.5% | -6.3% | -1.2% | -6.9% |
| 3M | -9.7% | -10.7% | +1.0% | -8.8% |
| 6M | -6.1% | +1.6% | -7.7% | -6.9% |
| YTD | +0.5% | -13.1% | +13.6% | +0.9% |
| 1Y | +10.5% | -15.1% | +25.6% | +10.7% |
| 3Y | +41.7% | +495.0% | -453.3% | +17.9% |
| All | +41.7% | +494.5% | -452.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling