-51.6%
IT vs DOV
+38.7%
-90.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -9.1% | +1.3% | -10.5% | -9.5% |
| 30D | -12.2% | -8.6% | -3.5% | -9.9% |
| 3M | +7.8% | -13.1% | +21.0% | +11.6% |
| 6M | +2.0% | -8.8% | +10.8% | +2.8% |
| YTD | -32.7% | -1.2% | -31.5% | -35.2% |
| 1Y | -31.1% | +10.7% | -41.8% | -37.5% |
| All | -51.6% | +38.7% | -90.3% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling