+8,892.5%
ITW vs DOV
+5,930.9%
+2,961.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.8% |
| 7D | -1.9% | +1.3% | -3.2% | -2.6% |
| 30D | -10.4% | -8.6% | -1.7% | -5.7% |
| 3M | +3.5% | -13.1% | +16.7% | +11.4% |
| 6M | -3.4% | -8.8% | +5.4% | +1.0% |
| YTD | +8.5% | -1.2% | +9.7% | +8.4% |
| 1Y | +3.2% | +10.7% | -7.5% | -3.5% |
| 3Y | +18.9% | +39.3% | -20.4% | -3.5% |
| 5Y | +35.0% | +16.4% | +18.6% | +20.2% |
| 10Y | +188.6% | +302.5% | -113.8% | +30.2% |
| All | +8,892.5% | +5,930.9% | +2,961.6% | +1,028.0% |
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