-98.3%
DFNS vs OVV
+61.5%
-159.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | -0.2% |
| 7D | -16.0% | +0.3% | -16.3% | -15.8% |
| 30D | -77.7% | +11.7% | -89.4% | -76.5% |
| 3M | -77.2% | +9.8% | -87.0% | -77.1% |
| 6M | -95.2% | +26.6% | -121.7% | -95.6% |
| YTD | -98.0% | +67.0% | -165.0% | -98.4% |
| 1Y | -98.3% | +55.9% | -154.2% | -98.7% |
| All | -98.3% | +61.5% | -159.8% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling