+4,316.7%
ETR vs DOV
+5,976.9%
-1,660.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +1.4% | -2.7% | +4.1% | +2.1% |
| 30D | +1.0% | -8.1% | +9.1% | +3.1% |
| 3M | -1.3% | -9.4% | +8.2% | +0.9% |
| 6M | +1.9% | -12.6% | +14.5% | +4.9% |
| YTD | +18.2% | -0.5% | +18.6% | +17.6% |
| 1Y | +24.7% | +9.2% | +15.4% | +20.9% |
| 3Y | +150.7% | +34.1% | +116.6% | +128.5% |
| 5Y | +127.0% | +17.3% | +109.8% | +111.9% |
| 10Y | +295.5% | +284.9% | +10.5% | +178.7% |
| All | +4,316.7% | +5,976.9% | -1,660.1% | +1,701.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling