+181.2%
TSCO vs DOV
+300.2%
-118.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -5.7% | -2.0% | -3.7% | -4.9% |
| 30D | -8.8% | -8.9% | +0.1% | -5.2% |
| 3M | +6.3% | -13.3% | +19.6% | +12.1% |
| 6M | -32.3% | -9.7% | -22.6% | -30.1% |
| YTD | -32.7% | -2.5% | -30.2% | -32.8% |
| 1Y | -43.7% | +7.2% | -50.9% | -46.2% |
| 3Y | -19.7% | +39.4% | -59.1% | -32.4% |
| 5Y | -11.6% | +15.8% | -27.5% | -21.2% |
| All | +181.2% | +300.2% | -118.9% | +59.0% |
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