-27.7%
TOST vs DOV
+29.1%
-56.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.3% |
| 7D | 0.0% | +3.0% | -3.0% | -2.7% |
| 30D | +16.2% | +8.6% | +7.6% | +7.3% |
| 3M | -1.5% | +1.9% | -3.4% | -3.8% |
| 6M | +55.3% | -1.7% | +57.0% | +53.5% |
| YTD | -2.3% | +8.3% | -10.7% | -15.5% |
| 1Y | -5.5% | +16.6% | -22.1% | -24.6% |
| 3Y | +151.1% | +65.1% | +86.0% | +30.0% |
| All | -27.7% | +29.1% | -56.8% | -46.7% |
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