-9.6%
STZ vs DOV
+11.5%
-21.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | -1.9% | -2.7% | +0.7% | -1.3% |
| 30D | -1.9% | -8.1% | +6.2% | +0.1% |
| 3M | -6.2% | -9.4% | +3.2% | -4.3% |
| 6M | -14.0% | -12.6% | -1.4% | -11.2% |
| YTD | -5.1% | -0.5% | -4.6% | -5.0% |
| 1Y | -9.6% | +9.2% | -18.8% | -9.8% |
| All | -9.6% | +11.5% | -21.1% | -9.8% |
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 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