+1,645.8%
FLUT vs DOV
+1,759.9%
-114.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -0.7% | +3.0% | -3.7% | -1.1% |
| 30D | +9.3% | +8.6% | +0.7% | +8.0% |
| 3M | -17.5% | +1.9% | -19.3% | -17.8% |
| 6M | -14.6% | -1.7% | -12.9% | -14.7% |
| YTD | -62.3% | +8.3% | -70.6% | -62.9% |
| 1Y | -59.6% | +16.6% | -76.2% | -60.8% |
| 3Y | -45.3% | +65.1% | -110.4% | -48.9% |
| 5Y | -50.4% | +29.2% | -79.6% | -52.8% |
| 10Y | -26.8% | +329.7% | -356.5% | -36.7% |
| All | +1,645.8% | +1,759.9% | -114.1% | +1,271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling