+97.7%
DOCN vs OVV
+187.8%
-90.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.6% | -1.5% | -5.6% |
| 7D | -20.0% | -12.1% | -7.9% | -17.2% |
| 30D | -38.8% | +2.9% | -41.6% | -39.6% |
| 3M | -34.8% | +3.7% | -38.5% | -36.2% |
| 6M | -22.8% | +0.6% | -23.4% | -24.1% |
| YTD | +74.6% | +62.5% | +12.1% | +47.9% |
| 1Y | +116.4% | +72.0% | +44.4% | +79.7% |
| 3Y | +239.3% | +39.1% | +200.2% | +191.6% |
| 5Y | -20.2% | +98.5% | -118.7% | -38.0% |
| All | +97.7% | +187.8% | -90.1% | +39.4% |
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 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