+4,789.7%
SITM vs DOV
+90.6%
+4,699.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.6% |
| 7D | +3.9% | -2.0% | +5.8% | +6.0% |
| 30D | -6.6% | -8.9% | +2.3% | +3.4% |
| 3M | -11.9% | -13.3% | +1.4% | +2.5% |
| 6M | +81.1% | -9.7% | +90.8% | +101.9% |
| YTD | +80.0% | -2.5% | +82.4% | +83.0% |
| 1Y | +145.8% | +7.2% | +138.6% | +124.8% |
| 3Y | +475.9% | +39.4% | +436.5% | +324.5% |
| 5Y | +189.2% | +15.8% | +173.4% | +157.8% |
| All | +4,789.7% | +90.6% | +4,699.1% | +2,925.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling