+46.5%
XRT vs DOV
+40.9%
+5.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.5% |
| 7D | +0.8% | -2.7% | +3.5% | +2.3% |
| 30D | -4.2% | -8.1% | +3.9% | +0.3% |
| 3M | +5.1% | -9.4% | +14.5% | +10.2% |
| 6M | +2.4% | -12.6% | +15.0% | +9.2% |
| YTD | +3.2% | -0.5% | +3.7% | +1.4% |
| 1Y | +1.5% | +9.2% | -7.7% | -6.1% |
| All | +46.5% | +40.9% | +5.6% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling