-8.1%
DT vs OVV
+34.1%
-42.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -24.7% | -16.7% | -8.0% | -22.7% |
| 30D | -27.4% | -1.5% | -25.9% | -27.1% |
| 3M | -11.1% | +1.6% | -12.7% | -11.3% |
| 6M | +13.7% | +2.0% | +11.7% | +13.0% |
| YTD | +0.2% | +56.8% | -56.6% | -8.2% |
| 1Y | -5.7% | +64.8% | -70.5% | -14.7% |
| 3Y | -8.1% | +38.3% | -46.4% | -15.5% |
| All | -8.1% | +34.1% | -42.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling