+26.6%
DOV vs VSXY
+42.7%
-16.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.4% |
| 7D | +2.5% | -6.8% | +9.3% | +3.4% |
| 30D | -7.5% | -20.4% | +12.8% | -4.7% |
| 3M | -9.7% | +2.9% | -12.6% | -10.5% |
| 6M | -6.1% | +67.9% | -74.0% | -14.9% |
| YTD | +0.5% | +44.9% | -44.4% | -7.3% |
| 1Y | +10.5% | +205.9% | -195.4% | -9.9% |
| 3Y | +41.7% | +373.9% | -332.2% | +0.1% |
| 5Y | +18.4% | +23.5% | -5.0% | -0.5% |
| All | +26.6% | +42.7% | -16.1% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling