-9.7%
RKT vs DOV
+16.3%
-26.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -1.4% |
| 7D | -1.0% | +1.3% | -2.3% | -2.0% |
| 30D | -2.4% | -8.6% | +6.3% | +4.8% |
| 3M | +1.9% | -13.1% | +15.0% | +13.3% |
| 6M | -13.9% | -8.8% | -5.0% | -7.8% |
| YTD | -30.6% | -1.2% | -29.4% | -30.4% |
| 1Y | -34.4% | +10.7% | -45.1% | -40.2% |
| 3Y | +38.2% | +39.3% | -1.1% | -0.6% |
| 5Y | -9.7% | +16.4% | -26.1% | -33.6% |
| All | -9.7% | +16.3% | -26.0% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling