+302.5%
DOV vs STLA
+46.8%
+255.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.1% |
| 7D | +1.3% | +0.4% | +1.0% | +1.2% |
| 30D | -8.6% | -5.2% | -3.5% | -7.4% |
| 3M | -13.1% | -24.9% | +11.7% | -5.9% |
| 6M | -8.8% | -25.2% | +16.4% | -1.8% |
| YTD | -1.2% | -51.4% | +50.2% | +19.8% |
| 1Y | +10.7% | -40.7% | +51.4% | +23.9% |
| 3Y | +39.3% | -66.3% | +105.5% | +80.0% |
| 5Y | +16.4% | -63.2% | +79.7% | +41.1% |
| 10Y | +302.5% | +48.7% | +253.7% | +207.8% |
| All | +302.5% | +46.8% | +255.7% | +207.8% |
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