-5.1%
DASH vs OVV
+358.5%
-363.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.9% | -6.5% | -8.9% |
| 7D | +0.5% | -14.9% | +15.4% | +3.0% |
| 30D | -7.1% | -0.9% | -6.1% | -7.3% |
| 3M | -13.2% | +5.6% | -18.8% | -14.5% |
| 6M | +8.3% | -2.5% | +10.8% | +7.5% |
| YTD | -20.6% | +57.8% | -78.4% | -29.0% |
| 1Y | -24.4% | +70.1% | -94.5% | -33.8% |
| 3Y | +94.5% | +35.1% | +59.4% | +73.9% |
| 5Y | -9.4% | +86.1% | -95.5% | -23.3% |
| All | -5.1% | +358.5% | -363.5% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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