-46.3%
IT vs DOV
+16.3%
-62.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | -9.1% | +1.3% | -10.5% | -9.7% |
| 30D | -12.2% | -8.6% | -3.5% | -8.5% |
| 3M | +7.8% | -13.1% | +21.0% | +14.0% |
| 6M | +2.0% | -8.8% | +10.8% | +3.8% |
| YTD | -32.7% | -1.2% | -31.5% | -35.1% |
| 1Y | -31.1% | +10.7% | -41.8% | -38.2% |
| 3Y | -52.1% | +39.3% | -91.4% | -64.0% |
| 5Y | -46.3% | +16.4% | -62.7% | -53.0% |
| All | -46.3% | +16.3% | -62.6% | -53.0% |
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