+288.7%
DOV vs USFR
+28.0%
+260.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -9.9% | +0.3% | -10.2% | -10.1% |
| 3M | -12.1% | +1.0% | -13.1% | -12.8% |
| 6M | -10.4% | +1.9% | -12.4% | -11.9% |
| YTD | -3.3% | +2.7% | -6.0% | -5.5% |
| 1Y | +7.8% | +4.0% | +3.8% | +4.0% |
| 3Y | +36.3% | +14.1% | +22.3% | +19.4% |
| 5Y | +14.8% | +20.5% | -5.7% | -6.2% |
| All | +288.7% | +28.0% | +260.7% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling