-52.3%
DOCS vs OVV
+88.7%
-141.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.6% | +12.0% | +7.5% |
| 7D | +1.2% | -12.1% | +13.3% | +3.8% |
| 30D | +21.3% | +2.9% | +18.4% | +20.2% |
| 3M | +58.4% | +3.7% | +54.7% | +55.9% |
| 6M | +39.3% | +0.6% | +38.7% | +37.3% |
| YTD | -21.7% | +62.5% | -84.2% | -32.3% |
| 1Y | -47.3% | +72.0% | -119.3% | -55.3% |
| 3Y | +58.2% | +39.1% | +19.1% | +37.6% |
| 5Y | -52.3% | +98.5% | -150.8% | -64.8% |
| All | -52.3% | +88.7% | -141.0% | -64.8% |
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