-37.4%
DOCS vs OVV
+122.1%
-159.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.7% |
| 7D | -1.3% | -14.9% | +13.6% | +1.8% |
| 30D | +19.4% | -0.9% | +20.3% | +19.3% |
| 3M | +53.4% | +5.6% | +47.8% | +50.4% |
| 6M | +28.8% | -2.5% | +31.2% | +27.8% |
| YTD | -25.1% | +57.8% | -82.9% | -34.5% |
| 1Y | -48.1% | +70.1% | -118.2% | -55.7% |
| 3Y | +51.4% | +35.1% | +16.2% | +33.2% |
| 5Y | -51.1% | +86.1% | -137.2% | -61.9% |
| All | -37.4% | +122.1% | -159.5% | -54.7% |
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