+16.4%
DOV vs USFR
+20.4%
-4.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.3% | +0.1% | +1.3% | +1.5% |
| 30D | -8.6% | +0.3% | -8.9% | -8.1% |
| 3M | -13.1% | +1.0% | -14.1% | -11.2% |
| 6M | -8.8% | +1.9% | -10.8% | -5.1% |
| YTD | -1.2% | +2.7% | -3.9% | +3.8% |
| 1Y | +10.7% | +4.0% | +6.7% | +18.4% |
| 3Y | +39.3% | +14.0% | +25.2% | +68.4% |
| 5Y | +16.4% | +20.4% | -4.0% | +53.4% |
| All | +16.4% | +20.4% | -4.0% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling