-28.4%
STZ vs DOV
+24.1%
-52.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +0.8% |
| 7D | +11.8% | -3.7% | +15.5% | +13.0% |
| 30D | +26.0% | +5.6% | +20.4% | +23.7% |
| 3M | +11.5% | -3.5% | +15.0% | +12.5% |
| 6M | -2.0% | -8.9% | +6.9% | +0.4% |
| YTD | +7.9% | +4.5% | +3.3% | +5.4% |
| 1Y | +13.9% | +13.9% | 0.0% | +8.3% |
| 3Y | -35.8% | +55.9% | -91.7% | -46.5% |
| 5Y | -28.4% | +25.8% | -54.2% | -37.9% |
| All | -28.4% | +24.1% | -52.5% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling