-0.7%
XRT vs DOV
+19.9%
-20.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.8% |
| 7D | -0.3% | +2.5% | -2.8% | -1.9% |
| 30D | -5.6% | -7.5% | +1.9% | -0.8% |
| 3M | +2.5% | -9.7% | +12.2% | +8.7% |
| 6M | +3.7% | -6.1% | +9.8% | +6.4% |
| YTD | +1.0% | +0.5% | +0.5% | -1.6% |
| 1Y | -1.2% | +10.5% | -11.7% | -10.5% |
| 3Y | +43.4% | +41.7% | +1.7% | +4.2% |
| 5Y | -0.7% | +18.4% | -19.2% | -19.8% |
| All | -0.7% | +19.9% | -20.7% | -19.8% |
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