+688.6%
CAT vs DOV
+325.7%
+363.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -1.0% |
| 7D | +7.4% | +3.0% | +4.4% | +5.2% |
| 30D | -19.7% | +8.6% | -28.3% | -24.5% |
| 3M | -29.6% | +1.9% | -31.5% | -30.6% |
| 6M | -33.2% | -1.7% | -31.5% | -32.4% |
| YTD | +5.7% | +8.3% | -2.7% | 0.0% |
| 1Y | +9.3% | +16.6% | -7.2% | -1.9% |
| 3Y | +158.3% | +65.1% | +93.2% | +77.5% |
| 5Y | +211.6% | +29.2% | +182.4% | +150.5% |
| All | +688.6% | +325.7% | +363.0% | +171.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling