+329.3%
DOV vs USFR
+27.5%
+301.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -8.1% | +0.3% | -8.4% | -8.3% |
| 3M | -9.4% | +1.0% | -10.4% | -10.0% |
| 6M | -12.6% | +1.9% | -14.6% | -13.8% |
| YTD | -0.5% | +2.6% | -3.1% | -2.3% |
| 1Y | +9.2% | +4.0% | +5.2% | +6.2% |
| 3Y | +34.1% | +14.1% | +20.0% | +21.8% |
| 5Y | +17.3% | +20.4% | -3.2% | +2.1% |
| 10Y | +284.9% | +28.0% | +256.9% | +221.9% |
| All | +329.3% | +27.5% | +301.7% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling