-9.2%
STM vs DOV
+30.7%
-39.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.5% | +2.3% | +2.5% |
| 7D | -5.6% | -1.4% | -4.2% | -3.9% |
| 30D | -14.4% | +12.8% | -27.2% | -23.2% |
| 3M | -20.5% | +1.1% | -21.6% | -21.0% |
| 6M | -24.5% | -2.6% | -21.9% | -21.1% |
| YTD | +72.7% | +9.9% | +62.8% | +63.7% |
| 1Y | +91.0% | +19.3% | +71.7% | +68.7% |
| 3Y | +13.5% | +68.4% | -54.9% | -29.6% |
| 5Y | -9.2% | +29.1% | -38.3% | -31.8% |
| All | -9.2% | +30.7% | -39.9% | -31.8% |
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