-41.5%
RIG vs DOV
+4,212.2%
-4,253.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.2% |
| 7D | -2.7% | +2.5% | -5.2% | -4.3% |
| 30D | +9.5% | -7.5% | +17.0% | +14.8% |
| 3M | -6.6% | -9.7% | +3.0% | -1.6% |
| 6M | -2.9% | -6.1% | +3.2% | -1.1% |
| YTD | +39.5% | +0.5% | +39.0% | +36.1% |
| 1Y | +82.3% | +10.5% | +71.8% | +66.9% |
| 3Y | -29.6% | +41.7% | -71.3% | -44.6% |
| 5Y | +63.2% | +18.4% | +44.7% | +43.7% |
| 10Y | -45.0% | +289.8% | -334.7% | -73.4% |
| All | -41.5% | +4,212.2% | -4,253.6% | -84.5% |
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