-22.1%
RMD vs DOV
+16.3%
-38.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | -4.7% | +1.3% | -6.1% | -5.3% |
| 30D | +0.2% | -8.6% | +8.9% | +3.9% |
| 3M | +12.0% | -13.1% | +25.1% | +17.9% |
| 6M | -12.5% | -8.8% | -3.7% | -10.1% |
| YTD | -7.9% | -1.2% | -6.7% | -8.9% |
| 1Y | -20.4% | +10.7% | -31.1% | -25.4% |
| 3Y | +53.1% | +39.3% | +13.8% | +24.9% |
| 5Y | -22.1% | +16.4% | -38.6% | -34.3% |
| All | -22.1% | +16.3% | -38.5% | -34.3% |
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