+292.2%
DOV vs DTE
+137.8%
+154.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.6% |
| 7D | -2.0% | -2.6% | +0.6% | -0.6% |
| 30D | -8.9% | -4.4% | -4.5% | -6.7% |
| 3M | -13.3% | -8.3% | -4.9% | -9.3% |
| 6M | -9.7% | -8.1% | -1.6% | -5.9% |
| YTD | -2.5% | +4.4% | -6.9% | -5.4% |
| 1Y | +7.2% | +0.2% | +7.1% | +6.1% |
| 3Y | +39.4% | +42.6% | -3.2% | +10.6% |
| 5Y | +15.8% | +31.5% | -15.6% | -4.6% |
| All | +292.2% | +137.8% | +154.4% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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