-42.4%
IT vs DOV
+29.1%
-71.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.1% | +3.0% | -1.9% | -0.3% |
| 30D | -1.8% | +8.6% | -10.4% | -5.5% |
| 3M | +4.8% | +1.9% | +3.0% | +3.8% |
| 6M | +33.0% | -1.7% | +34.7% | +32.2% |
| YTD | -23.8% | +8.3% | -32.2% | -29.6% |
| 1Y | -16.5% | +16.6% | -33.1% | -26.2% |
| 3Y | -53.6% | +65.1% | -118.8% | -68.2% |
| All | -42.4% | +29.1% | -71.5% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling