-100.0%
DFNS vs OVV
+582.0%
-682.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.8% | +11.0% | +13.1% |
| 7D | -37.0% | -7.3% | -29.7% | -38.1% |
| 30D | -63.4% | -3.6% | -59.8% | -63.6% |
| 3M | -94.1% | -2.6% | -91.4% | -94.1% |
| 6M | -96.3% | +7.6% | -103.9% | -96.2% |
| YTD | -99.6% | +59.6% | -159.2% | -99.5% |
| 1Y | -99.7% | +62.2% | -161.9% | -99.7% |
| 3Y | -100.0% | +49.6% | -149.6% | -100.0% |
| 5Y | -100.0% | +98.9% | -198.9% | -100.0% |
| All | -100.0% | +582.0% | -682.0% | -100.0% |
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 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