+174.0%
SITM vs DOV
+13.3%
+160.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +4.9% |
| 7D | +4.8% | -1.9% | +6.8% | +7.4% |
| 30D | -9.7% | -9.9% | +0.2% | +3.4% |
| 3M | -9.3% | -12.1% | +2.8% | +6.7% |
| 6M | +69.5% | -10.4% | +79.9% | +93.9% |
| YTD | +70.5% | -3.3% | +73.8% | +73.4% |
| 1Y | +145.3% | +7.8% | +137.5% | +113.5% |
| 3Y | +432.8% | +36.3% | +396.5% | +249.1% |
| 5Y | +174.0% | +14.8% | +159.2% | +115.7% |
| All | +174.0% | +13.3% | +160.7% | +115.7% |
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