+46.8%
STT vs DOV
+15.4%
+31.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +5.1% | +3.4% | +1.7% | +3.6% |
| 30D | -0.2% | +8.8% | -9.1% | -3.6% |
| 3M | -8.1% | +0.9% | -9.1% | -8.5% |
| 6M | +16.6% | -2.8% | +19.5% | +17.2% |
| YTD | +37.8% | +8.1% | +29.7% | +29.7% |
| 1Y | +46.8% | +15.2% | +31.6% | +33.4% |
| All | +46.8% | +15.4% | +31.4% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling