+7.4%
DASH vs OVV
+160.2%
-152.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.3% |
| 7D | -10.6% | +0.3% | -10.8% | -10.6% |
| 30D | +2.2% | +11.7% | -9.6% | -0.2% |
| 3M | +32.3% | +9.8% | +22.5% | +28.9% |
| 6M | +19.1% | +26.6% | -7.4% | +11.6% |
| YTD | -6.5% | +67.0% | -73.5% | -18.3% |
| 1Y | -14.9% | +55.9% | -70.8% | -24.8% |
| 3Y | +151.9% | +45.5% | +106.4% | +118.5% |
| All | +7.4% | +160.2% | -152.8% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling