+194.4%
STT vs DOV
+324.7%
-130.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.8% |
| 7D | +5.1% | +3.4% | +1.7% | +2.5% |
| 30D | -0.2% | +8.8% | -9.1% | -6.5% |
| 3M | -8.1% | +0.9% | -9.1% | -9.1% |
| 6M | +16.6% | -2.8% | +19.5% | +17.6% |
| YTD | +37.8% | +8.1% | +29.7% | +27.1% |
| 1Y | +46.8% | +15.2% | +31.6% | +28.7% |
| 3Y | +181.2% | +64.5% | +116.6% | +80.6% |
| 5Y | +105.1% | +28.9% | +76.3% | +58.6% |
| All | +194.4% | +324.7% | -130.3% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling