+85.5%
DT vs OVV
+243.7%
-158.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.3% |
| 7D | -5.4% | +1.2% | -6.7% | -5.6% |
| 30D | -32.2% | -2.5% | -29.7% | -32.0% |
| 3M | -10.9% | +0.5% | -11.4% | -11.1% |
| 6M | +10.0% | +8.5% | +1.5% | +8.1% |
| YTD | +2.1% | +64.5% | -62.4% | -6.4% |
| 1Y | -5.5% | +64.7% | -70.2% | -13.5% |
| 3Y | -12.4% | +54.1% | -66.6% | -20.4% |
| 5Y | -39.7% | +95.4% | -135.1% | -48.0% |
| All | +85.5% | +243.7% | -158.3% | +10.5% |
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