+6,045.6%
IT vs DOV
+3,615.5%
+2,430.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.6% | -5.1% |
| 7D | -6.0% | -2.7% | -3.4% | -4.7% |
| 30D | 0.0% | -8.1% | +8.1% | +4.3% |
| 3M | +13.1% | -9.4% | +22.5% | +17.7% |
| 6M | +11.7% | -12.6% | +24.3% | +16.9% |
| YTD | -26.1% | -0.5% | -25.6% | -28.0% |
| 1Y | -21.3% | +9.2% | -30.5% | -27.2% |
| 3Y | -46.7% | +34.1% | -80.9% | -56.4% |
| 5Y | -40.5% | +17.3% | -57.8% | -48.1% |
| 10Y | +103.9% | +284.9% | -181.0% | -5.2% |
| All | +6,045.6% | +3,615.5% | +2,430.1% | +914.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling