-2.1%
XRT vs DOV
+30.7%
-32.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +0.8% |
| 7D | +2.5% | -1.4% | +3.8% | +3.3% |
| 30D | +10.3% | +12.8% | -2.5% | +1.8% |
| 3M | +2.4% | +1.1% | +1.2% | +1.3% |
| 6M | +10.0% | -2.6% | +12.6% | +10.7% |
| YTD | +9.5% | +9.9% | -0.4% | +0.4% |
| 1Y | +17.2% | +19.3% | -2.2% | +1.2% |
| 3Y | +62.0% | +68.4% | -6.4% | +3.5% |
| 5Y | -2.1% | +29.1% | -31.2% | -26.1% |
| All | -2.1% | +30.7% | -32.8% | -26.1% |
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