-40.6%
TOST vs DOV
+25.3%
-65.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -2.0% |
| 7D | +9.4% | -1.9% | +11.3% | +11.1% |
| 30D | +13.5% | +8.3% | +5.2% | +5.1% |
| 3M | -0.1% | -3.1% | +2.9% | +2.1% |
| 6M | +22.5% | -9.8% | +32.3% | +31.5% |
| YTD | -2.4% | +5.2% | -7.5% | -13.2% |
| 1Y | -4.7% | +15.3% | -20.0% | -23.4% |
| 3Y | +103.2% | +58.8% | +44.5% | +8.9% |
| All | -40.6% | +25.3% | -65.8% | -54.9% |
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