-10.4%
FLUT vs DOV
+305.2%
-315.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | +5.4% | -8.6% | +14.0% | +7.7% |
| 3M | -10.8% | -13.1% | +2.4% | -8.1% |
| 6M | -9.2% | -8.8% | -0.4% | -7.9% |
| YTD | -53.8% | -1.2% | -52.6% | -54.3% |
| 1Y | -66.0% | +10.7% | -76.7% | -67.4% |
| 3Y | -44.7% | +39.3% | -83.9% | -49.3% |
| 5Y | -50.6% | +16.4% | -67.0% | -54.4% |
| All | -10.4% | +305.2% | -315.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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