+117.6%
CTAS vs DOV
+28.5%
+89.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | +11.3% | +12.3% | -1.0% | +6.0% |
| 3M | +11.4% | +1.2% | +10.3% | +10.6% |
| 6M | +35.6% | -3.1% | +38.7% | +36.2% |
| YTD | +20.7% | +9.4% | +11.3% | +14.1% |
| 1Y | +22.8% | +17.6% | +5.2% | +12.2% |
| 3Y | +73.4% | +66.5% | +6.9% | +27.1% |
| 5Y | +117.6% | +29.0% | +88.6% | +82.7% |
| All | +117.6% | +28.5% | +89.0% | +82.7% |
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 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