+18.4%
DOV vs Z
-67.0%
+85.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +2.0% |
| 7D | +2.5% | -3.3% | +5.8% | +3.0% |
| 30D | -7.5% | -3.7% | -3.8% | -7.2% |
| 3M | -9.7% | -7.0% | -2.7% | -9.1% |
| 6M | -6.1% | -29.5% | +23.4% | -1.1% |
| YTD | +0.5% | -52.6% | +53.0% | +12.8% |
| 1Y | +10.5% | -64.0% | +74.5% | +30.2% |
| 3Y | +41.7% | -36.4% | +78.1% | +46.8% |
| 5Y | +18.4% | -65.8% | +84.2% | +17.9% |
| All | +18.4% | -67.0% | +85.4% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling