+5,914.2%
DOV vs TXT
+2,070.1%
+3,844.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -2.7% | -4.8% | +2.1% | -0.7% |
| 30D | -8.1% | -10.6% | +2.5% | -3.8% |
| 3M | -9.4% | -13.2% | +3.8% | -4.3% |
| 6M | -12.6% | -20.3% | +7.7% | -4.4% |
| YTD | -0.5% | -9.3% | +8.8% | +3.0% |
| 1Y | +9.2% | -2.7% | +11.9% | +9.6% |
| 3Y | +34.1% | +1.4% | +32.7% | +31.2% |
| 5Y | +17.3% | +9.6% | +7.7% | +10.1% |
| 10Y | +284.9% | +94.9% | +190.0% | +170.6% |
| All | +5,914.2% | +2,070.1% | +3,844.2% | +1,602.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling