+266.8%
RMBS vs DOV
+14.8%
+252.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.1% |
| 7D | +1.8% | -2.0% | +3.8% | +3.7% |
| 30D | -13.9% | -8.9% | -5.0% | -6.1% |
| 3M | -39.8% | -13.3% | -26.5% | -31.4% |
| 6M | -6.0% | -9.7% | +3.7% | +3.8% |
| YTD | -5.4% | -2.5% | -2.9% | -2.6% |
| 1Y | -1.8% | +7.2% | -9.1% | -7.6% |
| 3Y | +53.7% | +39.4% | +14.2% | +22.1% |
| All | +266.8% | +14.8% | +252.0% | +219.0% |
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