+14.8%
DOV vs DTE
+31.2%
-16.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.6% |
| 7D | -1.9% | -2.0% | +0.1% | -1.1% |
| 30D | -9.9% | -2.4% | -7.5% | -9.0% |
| 3M | -12.1% | -7.3% | -4.8% | -9.4% |
| 6M | -10.4% | -7.6% | -2.8% | -7.7% |
| YTD | -3.3% | +5.8% | -9.1% | -6.1% |
| 1Y | +7.8% | +2.3% | +5.4% | +5.9% |
| 3Y | +36.3% | +45.0% | -8.7% | +11.3% |
| 5Y | +14.8% | +33.2% | -18.4% | -2.5% |
| All | +14.8% | +31.2% | -16.4% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling