+4,504.5%
ETR vs DOV
+6,514.7%
-2,010.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.2% | +3.0% | -1.8% | +0.4% |
| 30D | +7.0% | +8.6% | -1.6% | +4.7% |
| 3M | +4.6% | +1.9% | +2.7% | +4.0% |
| 6M | +0.1% | -1.7% | +1.8% | +0.2% |
| YTD | +23.2% | +8.3% | +14.8% | +19.9% |
| 1Y | +20.6% | +16.6% | +4.0% | +15.2% |
| 3Y | +156.3% | +65.1% | +91.1% | +121.6% |
| 5Y | +159.6% | +29.2% | +130.5% | +136.5% |
| 10Y | +377.1% | +329.7% | +47.4% | +227.9% |
| All | +4,504.5% | +6,514.7% | -2,010.2% | +1,736.5% |
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 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