+189.5%
DLR vs OVV
+51.8%
+137.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.1% |
| 7D | -2.0% | +1.2% | -3.3% | -2.1% |
| 30D | +0.5% | -2.5% | +3.1% | +0.7% |
| 3M | -4.4% | +0.5% | -4.9% | -4.6% |
| 6M | -6.4% | +8.5% | -14.9% | -7.3% |
| YTD | +19.5% | +64.5% | -45.0% | +14.5% |
| 1Y | +10.5% | +64.7% | -54.1% | +5.8% |
| 3Y | +54.0% | +54.1% | -0.1% | +47.0% |
| 5Y | +39.7% | +95.4% | -55.7% | +29.9% |
| 10Y | +189.5% | +54.9% | +134.6% | +133.2% |
| All | +189.5% | +51.8% | +137.7% | +133.2% |
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