+302.5%
DOV vs Z
-5.7%
+308.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +1.3% | -7.1% | +8.4% | +2.5% |
| 30D | -8.6% | -4.8% | -3.9% | -8.1% |
| 3M | -13.1% | -9.3% | -3.8% | -12.3% |
| 6M | -8.8% | -29.0% | +20.2% | -4.2% |
| YTD | -1.2% | -52.9% | +51.7% | +10.7% |
| 1Y | +10.7% | -63.1% | +73.8% | +29.1% |
| 3Y | +39.3% | -36.9% | +76.1% | +44.0% |
| 5Y | +16.4% | -65.5% | +81.9% | +25.9% |
| 10Y | +302.5% | -3.9% | +306.3% | +219.5% |
| All | +302.5% | -5.7% | +308.2% | +219.5% |
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