+57.7%
DIA vs OVV
+101.5%
-43.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | +1.6% | +6.5% | -4.9% | +0.8% |
| 30D | +1.2% | -2.7% | +3.9% | +1.4% |
| 3M | -2.4% | +3.1% | -5.6% | -3.1% |
| 6M | +5.7% | +12.8% | -7.1% | +3.4% |
| YTD | +9.9% | +68.1% | -58.2% | +0.7% |
| 1Y | +9.8% | +73.6% | -63.8% | 0.0% |
| 3Y | +59.8% | +57.6% | +2.2% | +44.6% |
| 5Y | +57.7% | +104.5% | -46.9% | +32.4% |
| All | +57.7% | +101.5% | -43.8% | +32.4% |
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