-17.4%
RMBS vs DOV
+21.2%
-38.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.6% |
| 7D | -8.9% | +2.2% | -11.2% | -11.0% |
| 30D | -24.8% | +11.2% | -36.0% | -32.4% |
| 3M | -17.6% | +1.6% | -19.1% | -18.6% |
| 6M | -25.7% | -3.2% | -22.4% | -22.6% |
| YTD | -9.8% | +9.7% | -19.5% | -17.5% |
| 1Y | -17.4% | +20.5% | -37.9% | -33.7% |
| All | -17.4% | +21.2% | -38.6% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling