+1,945.0%
STM vs DOV
+4,235.3%
-2,290.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.7% |
| 7D | -7.9% | -0.7% | -7.2% | -7.0% |
| 30D | -14.1% | +12.3% | -26.4% | -20.8% |
| 3M | -17.6% | +1.2% | -18.8% | -18.0% |
| 6M | -24.2% | -3.1% | -21.2% | -21.1% |
| YTD | +73.3% | +9.4% | +63.9% | +66.6% |
| 1Y | +90.1% | +17.6% | +72.5% | +73.4% |
| 3Y | +10.3% | +66.5% | -56.2% | -22.7% |
| 5Y | -5.7% | +29.0% | -34.8% | -20.4% |
| 10Y | +444.1% | +329.8% | +114.3% | +93.7% |
| All | +1,945.0% | +4,235.3% | -2,290.3% | +83.8% |
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 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