+12.6%
DOV vs Z
-63.9%
+76.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.4% |
| 7D | +2.5% | -3.3% | +5.8% | +2.7% |
| 30D | -7.5% | -3.7% | -3.8% | -7.4% |
| 3M | -9.7% | -7.0% | -2.7% | -9.2% |
| 6M | -6.1% | -29.5% | +23.4% | -3.4% |
| YTD | +0.5% | -52.6% | +53.0% | +7.6% |
| All | +12.6% | -63.9% | +76.5% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling