-49.3%
TE vs DOV
+14.8%
-64.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.4% |
| 7D | +0.2% | -2.0% | +2.2% | +2.7% |
| 30D | -5.9% | -8.9% | +3.0% | +4.8% |
| 3M | -45.6% | -13.3% | -32.3% | -35.9% |
| 6M | -43.4% | -9.7% | -33.7% | -36.6% |
| YTD | -31.0% | -2.5% | -28.5% | -30.1% |
| 1Y | +145.2% | +7.2% | +138.0% | +115.9% |
| 3Y | -24.1% | +39.4% | -63.5% | -44.4% |
| All | -49.3% | +14.8% | -64.2% | -56.5% |
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