-31.9%
DIS vs OVV
+84.0%
-116.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +5.2% | -16.7% | +21.9% | +8.4% |
| 30D | +11.5% | -1.5% | +13.0% | +11.4% |
| 3M | +11.5% | +1.6% | +10.0% | +10.6% |
| 6M | +8.9% | +2.0% | +6.8% | +7.4% |
| YTD | +3.4% | +56.8% | -53.4% | -7.5% |
| 1Y | +7.2% | +64.8% | -57.6% | -5.4% |
| 3Y | +43.3% | +38.3% | +5.0% | +27.8% |
| All | -31.9% | +84.0% | -116.0% | -42.9% |
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