+7,518.6%
STLD vs DOV
+1,844.0%
+5,674.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | 0.0% |
| 7D | -11.1% | -1.9% | -9.3% | -9.7% |
| 30D | -4.8% | +8.3% | -13.0% | -10.5% |
| 3M | -14.6% | -3.1% | -11.5% | -12.4% |
| 6M | -7.4% | -9.8% | +2.4% | -0.3% |
| YTD | +32.6% | +5.2% | +27.4% | +25.7% |
| 1Y | +47.3% | +15.3% | +32.0% | +29.7% |
| 3Y | +107.5% | +58.8% | +48.8% | +40.4% |
| 5Y | +268.8% | +26.6% | +242.3% | +193.5% |
| 10Y | +883.3% | +351.6% | +531.7% | +186.6% |
| All | +7,518.6% | +1,844.0% | +5,674.6% | +830.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling