-39.7%
DT vs DOV
+29.3%
-69.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -5.4% | -0.1% | -5.3% | -5.3% |
| 30D | -32.2% | +11.3% | -43.5% | -35.7% |
| 3M | -10.9% | +2.2% | -13.1% | -12.0% |
| 6M | +10.0% | -2.9% | +12.9% | +10.5% |
| YTD | +2.1% | +9.6% | -7.5% | -6.5% |
| 1Y | -5.5% | +16.7% | -22.2% | -17.1% |
| 3Y | -12.4% | +66.9% | -79.3% | -42.4% |
| 5Y | -39.7% | +32.0% | -71.7% | -53.9% |
| All | -39.7% | +29.3% | -69.0% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling