+1,030.0%
RMBS vs DOV
+1,644.5%
-614.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | -0.3% | -2.7% | +2.3% | +1.5% |
| 30D | -12.2% | -8.1% | -4.1% | -6.9% |
| 3M | -49.5% | -9.4% | -40.1% | -46.0% |
| 6M | -7.1% | -12.6% | +5.5% | +2.5% |
| YTD | -7.0% | -0.5% | -6.5% | -6.0% |
| 1Y | +13.3% | +9.2% | +4.1% | +7.6% |
| 3Y | +49.2% | +34.1% | +15.1% | +26.7% |
| 5Y | +250.0% | +17.3% | +232.7% | +220.6% |
| 10Y | +495.1% | +284.9% | +210.2% | +134.4% |
| All | +1,030.0% | +1,644.5% | -614.4% | +100.7% |
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 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