-100.0%
DFNS vs OVV
+84.0%
-184.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.6% | -11.6% | -12.4% |
| 7D | -44.0% | -16.7% | -27.3% | -47.1% |
| 30D | -69.1% | -1.5% | -67.6% | -69.2% |
| 3M | -95.6% | +1.6% | -97.2% | -95.6% |
| 6M | -96.2% | +2.0% | -98.2% | -96.1% |
| YTD | -99.6% | +56.8% | -156.4% | -99.6% |
| 1Y | -99.7% | +64.8% | -164.6% | -99.7% |
| 3Y | -100.0% | +38.3% | -138.2% | -100.0% |
| All | -100.0% | +84.0% | -184.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling