-99.6%
DFNS vs OVV
+65.7%
-165.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.0% | +9.7% | +13.9% |
| 7D | -13.0% | +1.2% | -14.2% | -13.2% |
| 30D | -56.9% | -2.5% | -54.3% | -57.3% |
| 3M | -93.2% | +0.5% | -93.7% | -93.2% |
| 6M | -95.4% | +8.5% | -103.9% | -95.5% |
| YTD | -99.5% | +64.5% | -164.0% | -99.7% |
| 1Y | -99.6% | +64.7% | -164.3% | -99.8% |
| All | -99.6% | +65.7% | -165.3% | -99.8% |
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