+44.4%
SITM vs DOV
+21.2%
+23.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -8.9% | -9.0% |
| 7D | -19.5% | +2.2% | -21.8% | -21.3% |
| 30D | -43.2% | +11.2% | -54.4% | -48.5% |
| 3M | -30.8% | +1.6% | -32.4% | -31.7% |
| 6M | -28.6% | -3.2% | -25.4% | -27.7% |
| YTD | +14.2% | +9.7% | +4.4% | +6.2% |
| 1Y | +44.4% | +20.5% | +23.8% | +17.5% |
| All | +44.4% | +21.2% | +23.2% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling