+329.1%
DOV vs Z
-16.5%
+345.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | -0.4% |
| 7D | +3.0% | +0.8% | +2.1% | +2.8% |
| 30D | +8.6% | +5.2% | +3.4% | +7.2% |
| 3M | +1.9% | -17.0% | +18.9% | +4.3% |
| 6M | -1.7% | -22.7% | +21.0% | +1.3% |
| YTD | +8.3% | -56.3% | +64.6% | +22.2% |
| 1Y | +16.6% | -57.7% | +74.2% | +32.0% |
| 3Y | +65.1% | -16.5% | +81.7% | +62.1% |
| 5Y | +29.2% | -53.4% | +82.6% | +33.8% |
| All | +329.1% | -16.5% | +345.6% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling