+90.0%
IT vs DOV
+296.6%
-206.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.7% |
| 7D | -12.7% | -1.9% | -10.8% | -11.9% |
| 30D | -8.9% | -9.9% | +1.0% | -3.9% |
| 3M | +10.1% | -12.1% | +22.3% | +16.6% |
| 6M | +7.3% | -10.4% | +17.7% | +10.8% |
| YTD | -32.4% | -3.3% | -29.0% | -33.6% |
| 1Y | -26.6% | +7.8% | -34.4% | -32.7% |
| 3Y | -51.8% | +36.3% | -88.2% | -62.3% |
| 5Y | -45.6% | +14.8% | -60.4% | -53.5% |
| All | +90.0% | +296.6% | -206.6% | -3.1% |
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