-25.8%
TE vs DOV
+21.2%
-47.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | +3.8% | +2.2% | +1.6% | +1.7% |
| 30D | -26.2% | +11.2% | -37.4% | -32.7% |
| 3M | -49.7% | +1.6% | -51.3% | -50.4% |
| 6M | -46.5% | -3.2% | -43.2% | -45.6% |
| YTD | -59.1% | +9.7% | -68.9% | -58.0% |
| 1Y | -25.8% | +20.5% | -46.3% | -34.3% |
| All | -25.8% | +21.2% | -47.0% | -34.3% |
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