+329.1%
DOV vs EAT
+320.8%
+8.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +3.0% | -4.0% | +7.0% | +3.8% |
| 30D | +8.6% | -2.9% | +11.5% | +8.9% |
| 3M | +1.9% | -16.9% | +18.7% | +5.1% |
| 6M | -1.7% | +57.0% | -58.6% | -11.4% |
| YTD | +8.3% | +38.2% | -29.9% | -0.8% |
| 1Y | +16.6% | +69.3% | -52.7% | +2.1% |
| 3Y | +65.1% | +483.0% | -417.9% | +7.9% |
| 5Y | +29.2% | +364.1% | -335.0% | -15.3% |
| All | +329.1% | +320.8% | +8.3% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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