+2.0%
RDW vs DOV
+59.0%
-57.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.1% |
| 7D | +0.9% | -2.0% | +2.8% | +2.8% |
| 30D | -21.3% | -8.9% | -12.4% | -14.1% |
| 3M | -37.9% | -13.3% | -24.6% | -30.2% |
| 6M | +12.3% | -9.7% | +21.9% | +19.6% |
| YTD | +39.7% | -2.5% | +42.2% | +37.6% |
| 1Y | +25.7% | +7.2% | +18.4% | +12.0% |
| 3Y | +230.8% | +39.4% | +191.4% | +152.8% |
| 5Y | -8.8% | +15.8% | -24.6% | -27.8% |
| All | +2.0% | +59.0% | -57.0% | -25.1% |
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 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