-53.4%
TE vs DOV
+74.8%
-128.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -5.3% |
| 7D | +0.9% | -1.9% | +2.8% | +2.3% |
| 30D | -16.3% | -9.9% | -6.4% | -10.2% |
| 3M | -40.8% | -12.1% | -28.6% | -35.1% |
| 6M | -42.6% | -10.4% | -32.2% | -38.0% |
| YTD | -31.4% | -3.3% | -28.1% | -29.6% |
| 1Y | +144.9% | +7.8% | +137.1% | +131.8% |
| 3Y | -26.0% | +36.3% | -62.3% | -32.8% |
| 5Y | -48.5% | +14.8% | -63.3% | -52.4% |
| All | -53.4% | +74.8% | -128.1% | -57.6% |
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