-53.6%
IT vs DOV
+65.5%
-119.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.1% | +3.0% | -1.9% | +0.2% |
| 30D | -1.8% | +8.6% | -10.4% | -4.1% |
| 3M | +4.8% | +1.9% | +3.0% | +4.2% |
| 6M | +33.0% | -1.7% | +34.7% | +32.5% |
| YTD | -23.8% | +8.3% | -32.2% | -28.6% |
| 1Y | -16.5% | +16.6% | -33.1% | -24.6% |
| 3Y | -53.6% | +65.1% | -118.8% | -62.5% |
| All | -53.6% | +65.5% | -119.2% | -62.5% |
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 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