-4.4%
DDOG vs OVV
+101.5%
-105.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +5.6% | +6.5% | -0.9% | +4.1% |
| 30D | -34.9% | -2.7% | -32.2% | -34.4% |
| 3M | -23.4% | +3.1% | -26.6% | -24.0% |
| 6M | -7.7% | +12.8% | -20.6% | -10.7% |
| YTD | +35.6% | +68.1% | -32.5% | +17.2% |
| 1Y | -3.4% | +73.6% | -77.0% | -17.4% |
| 3Y | +78.0% | +57.6% | +20.4% | +50.9% |
| 5Y | -4.4% | +104.5% | -109.0% | -26.4% |
| All | -4.4% | +101.5% | -105.9% | -26.4% |
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