-100.0%
DFNS vs OVV
+47.3%
-147.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -42.8% | -10.7% | -32.1% | -47.5% |
| 30D | -67.6% | -5.3% | -62.3% | -68.5% |
| 3M | -94.9% | +2.4% | -97.3% | -94.7% |
| 6M | -96.7% | +5.7% | -102.4% | -96.5% |
| YTD | -99.6% | +56.8% | -156.4% | -99.5% |
| 1Y | -99.7% | +59.3% | -159.0% | -99.7% |
| All | -100.0% | +47.3% | -147.2% | -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 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