+406.9%
DOV vs Z
+4.8%
+402.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.1% | +0.5% |
| 7D | -0.7% | -6.5% | +5.7% | +0.2% |
| 30D | +12.3% | -0.1% | +12.4% | +11.8% |
| 3M | +1.2% | -14.1% | +15.3% | +2.9% |
| 6M | -3.1% | -30.1% | +27.0% | +1.6% |
| YTD | +9.4% | -57.5% | +66.9% | +23.9% |
| 1Y | +17.6% | -60.3% | +77.9% | +34.6% |
| 3Y | +66.5% | -21.0% | +87.6% | +65.1% |
| 5Y | +29.0% | -54.9% | +83.9% | +34.5% |
| 10Y | +329.8% | -16.0% | +345.8% | +241.3% |
| All | +406.9% | +4.8% | +402.1% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling