+237.1%
DIA vs OVV
+51.8%
+185.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.1% |
| 7D | -1.6% | +1.2% | -2.9% | -1.8% |
| 30D | +1.3% | -2.5% | +3.8% | +1.5% |
| 3M | -2.1% | +0.5% | -2.6% | -2.4% |
| 6M | +6.2% | +8.5% | -2.2% | +4.4% |
| YTD | +10.3% | +64.5% | -54.1% | +1.8% |
| 1Y | +11.0% | +64.7% | -53.7% | +2.3% |
| 3Y | +60.4% | +54.1% | +6.2% | +46.7% |
| 5Y | +59.1% | +95.4% | -36.4% | +36.2% |
| 10Y | +237.1% | +54.9% | +182.1% | +137.0% |
| All | +237.1% | +51.8% | +185.2% | +137.0% |
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