-28.8%
DT vs DOV
+18.3%
-47.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.6% |
| 7D | -4.9% | +2.5% | -7.4% | -6.1% |
| 30D | +2.7% | -7.5% | +10.2% | +6.7% |
| 3M | +20.0% | -9.7% | +29.6% | +25.0% |
| 6M | +28.0% | -6.1% | +34.1% | +28.7% |
| YTD | +16.0% | +0.5% | +15.6% | +11.0% |
| 1Y | +0.7% | +10.5% | -9.8% | -9.9% |
| 3Y | +6.2% | +41.7% | -35.5% | -22.7% |
| All | -28.8% | +18.3% | -47.2% | -42.5% |
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