+329.1%
DOV vs STLA
-4.1%
+333.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | +3.0% | -13.8% | +16.8% | +7.6% |
| 30D | +8.6% | -10.5% | +19.1% | +11.8% |
| 3M | +1.9% | -28.9% | +30.7% | +11.6% |
| 6M | -1.7% | -49.7% | +48.1% | +19.4% |
| YTD | +8.3% | -64.9% | +73.3% | +44.2% |
| 1Y | +16.6% | -64.0% | +80.6% | +53.3% |
| 3Y | +65.1% | -77.4% | +142.6% | +141.7% |
| 5Y | +29.2% | -74.4% | +103.6% | +74.5% |
| All | +329.1% | -4.1% | +333.2% | +244.0% |
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