+11.8%
STZ vs DOV
+361.0%
-349.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +0.7% |
| 7D | +3.4% | -1.4% | +4.8% | +3.9% |
| 30D | +19.6% | +12.8% | +6.8% | +13.7% |
| 3M | +8.0% | +1.1% | +6.9% | +7.2% |
| 6M | -0.3% | -2.6% | +2.4% | 0.0% |
| YTD | +8.6% | +9.9% | -1.3% | +3.0% |
| 1Y | +17.3% | +19.3% | -2.0% | +7.5% |
| 3Y | -34.7% | +68.4% | -103.1% | -50.0% |
| 5Y | -27.6% | +29.1% | -56.8% | -38.6% |
| 10Y | +11.8% | +340.2% | -328.4% | -33.4% |
| All | +11.8% | +361.0% | -349.2% | -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 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