-80.5%
TE vs DOV
+95.8%
-176.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.2% |
| 7D | -19.1% | +3.0% | -22.1% | -20.7% |
| 30D | -34.1% | +8.6% | -42.7% | -37.5% |
| 3M | -60.1% | +1.9% | -62.0% | -60.6% |
| 6M | -66.0% | -1.7% | -64.3% | -65.3% |
| YTD | -71.4% | +8.3% | -79.7% | -72.8% |
| 1Y | -45.3% | +16.6% | -61.8% | -50.5% |
| 3Y | +9.1% | +65.1% | -56.0% | -10.8% |
| 5Y | -82.6% | +29.2% | -111.8% | -85.1% |
| All | -80.5% | +95.8% | -176.4% | -83.6% |
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