-5.2%
DASH vs OVV
+355.5%
-360.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +0.4% | -16.7% | +17.0% | +3.2% |
| 30D | -6.0% | -1.5% | -4.6% | -6.2% |
| 3M | -15.8% | +1.6% | -17.3% | -16.5% |
| 6M | +7.0% | +2.0% | +4.9% | +5.3% |
| YTD | -20.7% | +56.8% | -77.5% | -29.0% |
| 1Y | -8.5% | +64.8% | -73.4% | -19.3% |
| 3Y | +101.8% | +38.3% | +63.5% | +79.4% |
| 5Y | -9.6% | +84.9% | -94.5% | -23.4% |
| All | -5.2% | +355.5% | -360.7% | -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