+367.3%
DOV vs USFR
+28.6%
+338.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +8.6% | +0.4% | +8.2% | +8.3% |
| 3M | +1.9% | +1.1% | +0.8% | +1.1% |
| 6M | -1.7% | +2.0% | -3.7% | -3.0% |
| YTD | +8.3% | +3.5% | +4.9% | +5.8% |
| 1Y | +16.6% | +4.1% | +12.5% | +13.3% |
| 3Y | +65.1% | +14.4% | +50.8% | +49.8% |
| 5Y | +29.2% | +21.4% | +7.7% | +11.9% |
| 10Y | +329.7% | +28.6% | +301.1% | +258.2% |
| All | +367.3% | +28.6% | +338.7% | +290.0% |
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 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