+334.8%
DOV vs STLA
+0.5%
+334.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.3% |
| 7D | -0.1% | -11.6% | +11.5% | +3.7% |
| 30D | +11.3% | -6.2% | +17.5% | +12.9% |
| 3M | +2.2% | -24.6% | +26.8% | +10.1% |
| 6M | -2.9% | -44.9% | +42.0% | +14.6% |
| YTD | +9.6% | -62.3% | +71.9% | +42.7% |
| 1Y | +16.7% | -61.8% | +78.5% | +50.7% |
| 3Y | +66.9% | -75.3% | +142.2% | +137.3% |
| 5Y | +32.0% | -72.5% | +104.5% | +74.4% |
| 10Y | +334.8% | +0.8% | +334.0% | +264.6% |
| All | +334.8% | +0.5% | +334.3% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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