+177.5%
DLR vs OVV
+48.9%
+128.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.4% | -10.7% | +13.1% | +3.2% |
| 30D | +0.7% | -5.3% | +6.0% | +1.1% |
| 3M | -6.4% | +2.4% | -8.8% | -6.7% |
| 6M | -6.5% | +5.7% | -12.2% | -7.2% |
| YTD | +18.8% | +56.8% | -38.0% | +14.2% |
| 1Y | +9.0% | +59.3% | -50.2% | +4.7% |
| 3Y | +54.5% | +49.0% | +5.5% | +47.8% |
| 5Y | +35.8% | +88.1% | -52.3% | +26.6% |
| 10Y | +177.5% | +42.5% | +134.9% | +121.1% |
| All | +177.5% | +48.9% | +128.6% | +121.1% |
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