+2,285.7%
STM vs DOV
+3,844.3%
-1,558.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.2% |
| 7D | +5.8% | -2.7% | +8.5% | +7.9% |
| 30D | -1.0% | -8.1% | +7.1% | +5.3% |
| 3M | -33.3% | -9.4% | -23.9% | -27.4% |
| 6M | +57.4% | -12.6% | +70.0% | +77.1% |
| YTD | +102.2% | -0.5% | +102.7% | +107.5% |
| 1Y | +99.6% | +9.2% | +90.3% | +88.9% |
| 3Y | +14.5% | +34.1% | -19.6% | -6.6% |
| 5Y | +21.4% | +17.3% | +4.1% | +9.4% |
| 10Y | +695.0% | +284.9% | +410.0% | +202.6% |
| All | +2,285.7% | +3,844.3% | -1,558.6% | +128.9% |
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