+107.5%
STLD vs DOV
+57.1%
+50.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | 0.0% |
| 7D | -11.1% | -1.9% | -9.3% | -9.8% |
| 30D | -4.8% | +8.3% | -13.0% | -9.9% |
| 3M | -14.6% | -3.1% | -11.5% | -12.6% |
| 6M | -7.4% | -9.8% | +2.4% | -0.7% |
| YTD | +32.6% | +5.2% | +27.4% | +25.7% |
| 1Y | +47.3% | +15.3% | +32.0% | +29.9% |
| 3Y | +107.5% | +58.8% | +48.8% | +56.4% |
| All | +107.5% | +57.1% | +50.4% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling