+5.9%
CAT vs DOV
+17.0%
-11.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.7% |
| 7D | +1.7% | -0.1% | +1.9% | +2.0% |
| 30D | -24.6% | +11.3% | -35.9% | -31.7% |
| 3M | -28.5% | +2.2% | -30.7% | -29.9% |
| 6M | -34.8% | -2.9% | -31.9% | -32.7% |
| YTD | +5.9% | +9.6% | -3.7% | -0.9% |
| All | +5.9% | +17.0% | -11.1% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling