-25.6%
TGT vs DOV
+13.3%
-38.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | -5.0% | -1.9% | -3.1% | -4.0% |
| 30D | +3.0% | -9.9% | +12.9% | +9.2% |
| 3M | +22.6% | -12.1% | +34.7% | +30.9% |
| 6M | +31.2% | -10.4% | +41.6% | +37.5% |
| YTD | +63.7% | -3.3% | +67.0% | +62.7% |
| 1Y | +78.5% | +7.8% | +70.7% | +64.8% |
| 3Y | +40.5% | +36.3% | +4.2% | +7.8% |
| 5Y | -25.6% | +14.8% | -40.4% | -41.2% |
| All | -25.6% | +13.3% | -38.9% | -41.2% |
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