+361.2%
DOV vs Z
+25.1%
+336.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.3% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 30D | -8.1% | -4.2% | -3.9% | -7.7% |
| 3M | -9.4% | -3.7% | -5.7% | -9.4% |
| 6M | -12.6% | -24.5% | +11.9% | -9.1% |
| YTD | -0.5% | -49.3% | +48.8% | +10.2% |
| 1Y | +9.2% | -58.7% | +67.9% | +24.9% |
| 3Y | +34.1% | -34.1% | +68.3% | +37.7% |
| 5Y | +17.3% | -64.5% | +81.8% | +26.3% |
| 10Y | +284.9% | -0.5% | +285.4% | +198.7% |
| All | +361.2% | +25.1% | +336.1% | +240.6% |
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