+74.7%
CART vs DOV
+53.4%
+21.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +23.1% | +11.3% | +11.8% | +19.6% |
| 3M | +19.2% | +2.2% | +17.0% | +18.3% |
| 6M | +45.7% | -2.9% | +48.6% | +46.5% |
| YTD | +30.9% | +9.6% | +21.3% | +25.4% |
| 1Y | +50.2% | +16.7% | +33.5% | +40.3% |
| 3Y | +133.5% | +66.9% | +66.6% | +96.6% |
| All | +74.7% | +53.4% | +21.3% | +38.1% |
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