+5,742.4%
DOV vs NTRS
+7,716.8%
-1,974.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.7% |
| 7D | -1.9% | +0.3% | -2.3% | -2.1% |
| 30D | -9.9% | +0.2% | -10.0% | -10.0% |
| 3M | -12.1% | +13.2% | -25.3% | -16.7% |
| 6M | -10.4% | +36.9% | -47.4% | -21.8% |
| YTD | -3.3% | +39.1% | -42.4% | -16.4% |
| 1Y | +7.8% | +50.4% | -42.7% | -10.0% |
| 3Y | +36.3% | +166.8% | -130.5% | -11.5% |
| 5Y | +14.8% | +92.9% | -78.1% | -16.4% |
| 10Y | +294.0% | +255.7% | +38.3% | +120.0% |
| All | +5,742.4% | +7,716.8% | -1,974.4% | +1,390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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