+21.0%
STM vs DOV
+17.7%
+3.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.0% |
| 7D | +5.8% | -2.7% | +8.5% | +8.4% |
| 30D | -1.0% | -8.1% | +7.1% | +7.1% |
| 3M | -33.3% | -9.4% | -23.9% | -25.8% |
| 6M | +57.4% | -12.6% | +70.0% | +81.8% |
| YTD | +102.2% | -0.5% | +102.7% | +109.4% |
| 1Y | +99.6% | +9.2% | +90.3% | +88.4% |
| 3Y | +14.5% | +34.1% | -19.6% | -12.3% |
| All | +21.0% | +17.7% | +3.2% | -3.5% |
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