+41.7%
DOV vs TXT
+5.7%
+36.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -7.5% | -11.1% | +3.5% | -1.8% |
| 3M | -9.7% | -13.0% | +3.3% | -3.5% |
| 6M | -6.1% | -16.2% | +10.1% | +2.2% |
| YTD | +0.5% | -8.7% | +9.2% | +4.2% |
| 1Y | +10.5% | -3.8% | +14.3% | +11.0% |
| 3Y | +41.7% | +5.5% | +36.2% | +32.2% |
| All | +41.7% | +5.7% | +36.0% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling