+5,868.7%
DOV vs DTE
+3,490.3%
+2,378.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -8.6% | -0.5% | -8.1% | -8.4% |
| 3M | -13.1% | -6.0% | -7.1% | -10.6% |
| 6M | -8.8% | -7.2% | -1.6% | -5.8% |
| YTD | -1.2% | +7.2% | -8.4% | -5.0% |
| 1Y | +10.7% | +4.1% | +6.6% | +7.8% |
| 3Y | +39.3% | +46.9% | -7.6% | +12.8% |
| 5Y | +16.4% | +32.9% | -16.5% | -1.7% |
| 10Y | +302.5% | +144.5% | +158.0% | +148.3% |
| All | +5,868.7% | +3,490.3% | +2,378.5% | +1,122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling