+292.6%
STLD vs DOV
+17.7%
+274.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.3% |
| 7D | +3.1% | -2.7% | +5.8% | +5.1% |
| 30D | -9.0% | -8.1% | -0.9% | -3.3% |
| 3M | -12.4% | -9.4% | -3.0% | -6.6% |
| 6M | +25.5% | -12.6% | +38.1% | +37.0% |
| YTD | +43.6% | -0.5% | +44.1% | +42.0% |
| 1Y | +87.2% | +9.2% | +77.9% | +71.9% |
| 3Y | +135.2% | +34.1% | +101.1% | +86.1% |
| All | +292.6% | +17.7% | +274.9% | +225.3% |
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