+14.8%
DOV vs VSXY
+15.5%
-0.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.7% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -9.9% | -22.1% | +12.2% | -6.7% |
| 3M | -12.1% | -1.1% | -11.0% | -12.4% |
| 6M | -10.4% | +53.8% | -64.3% | -18.2% |
| YTD | -3.3% | +35.5% | -38.8% | -10.4% |
| 1Y | +7.8% | +186.0% | -178.2% | -12.4% |
| 3Y | +36.3% | +343.2% | -306.8% | -5.8% |
| 5Y | +14.8% | +19.0% | -4.2% | -1.2% |
| All | +14.8% | +15.5% | -0.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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