+16.3%
STZ vs DOV
+325.7%
-309.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | +3.0% | -0.4% | +1.3% |
| 30D | +15.2% | +8.6% | +6.6% | +11.1% |
| 3M | +7.6% | +1.9% | +5.8% | +6.5% |
| 6M | +5.3% | -1.7% | +6.9% | +5.1% |
| YTD | +8.6% | +8.3% | +0.3% | +3.7% |
| 1Y | +15.6% | +16.6% | -1.0% | +6.9% |
| 3Y | -35.2% | +65.1% | -100.3% | -49.9% |
| 5Y | -29.1% | +29.2% | -58.3% | -39.9% |
| All | +16.3% | +325.7% | -309.3% | -30.5% |
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