-99.9%
DFNS vs OVV
+45.7%
-145.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | -0.5% |
| 7D | -16.0% | +0.3% | -16.3% | -15.6% |
| 30D | -77.7% | +11.7% | -89.4% | -76.1% |
| 3M | -77.2% | +9.8% | -87.0% | -75.5% |
| 6M | -95.2% | +26.6% | -121.7% | -94.3% |
| YTD | -98.0% | +67.0% | -165.0% | -97.3% |
| 1Y | -98.3% | +55.9% | -154.2% | -97.8% |
| All | -99.9% | +45.7% | -145.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling