+302.5%
DOV vs TXT
+100.3%
+202.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +1.3% | +0.8% | +0.5% | +0.9% |
| 30D | -8.6% | -10.4% | +1.8% | -3.3% |
| 3M | -13.1% | -14.3% | +1.2% | -6.4% |
| 6M | -8.8% | -15.1% | +6.3% | -1.4% |
| YTD | -1.2% | -8.3% | +7.1% | +2.4% |
| 1Y | +10.7% | -0.7% | +11.4% | +9.7% |
| 3Y | +39.3% | +6.0% | +33.3% | +31.2% |
| 5Y | +16.4% | +12.5% | +3.9% | +4.6% |
| 10Y | +302.5% | +103.2% | +199.3% | +143.7% |
| All | +302.5% | +100.3% | +202.2% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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