+111.1%
ROST vs DOV
+13.3%
+97.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | -2.5% | -1.9% | -0.5% | -1.6% |
| 30D | -10.3% | -9.9% | -0.4% | -5.9% |
| 3M | -2.6% | -12.1% | +9.5% | +2.9% |
| 6M | +6.5% | -10.4% | +17.0% | +11.2% |
| YTD | +25.9% | -3.3% | +29.2% | +26.2% |
| 1Y | +52.3% | +7.8% | +44.6% | +44.4% |
| 3Y | +94.6% | +36.3% | +58.2% | +56.4% |
| 5Y | +111.1% | +14.8% | +96.3% | +87.1% |
| All | +111.1% | +13.3% | +97.8% | +87.1% |
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