+115.6%
DT vs DOV
+114.1%
+1.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.7% |
| 7D | -2.5% | -1.9% | -0.6% | -1.6% |
| 30D | +3.5% | -9.9% | +13.4% | +9.2% |
| 3M | +26.7% | -12.1% | +38.8% | +34.4% |
| 6M | +36.1% | -10.4% | +46.6% | +40.8% |
| YTD | +18.6% | -3.3% | +22.0% | +16.6% |
| 1Y | +7.9% | +7.8% | +0.1% | -1.3% |
| 3Y | +8.6% | +36.3% | -27.8% | -15.8% |
| 5Y | -26.7% | +14.8% | -41.5% | -37.7% |
| All | +115.6% | +114.1% | +1.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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