+1,937.6%
STM vs DOV
+4,255.3%
-2,317.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.5% | +2.3% | +3.5% |
| 7D | -5.6% | -1.4% | -4.2% | -4.2% |
| 30D | -14.4% | +12.8% | -27.2% | -21.3% |
| 3M | -20.5% | +1.1% | -21.6% | -20.8% |
| 6M | -24.5% | -2.6% | -21.9% | -21.6% |
| YTD | +72.7% | +9.9% | +62.8% | +65.4% |
| 1Y | +91.0% | +19.3% | +71.7% | +72.5% |
| 3Y | +13.5% | +68.4% | -54.9% | -21.1% |
| 5Y | -9.2% | +29.1% | -38.3% | -23.3% |
| 10Y | +422.5% | +340.2% | +82.4% | +82.8% |
| All | +1,937.6% | +4,255.3% | -2,317.7% | +82.6% |
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