-36.6%
DT vs OVV
+107.0%
-143.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +3.1% | +8.0% | -4.9% | +1.5% |
| 30D | -29.5% | -2.0% | -27.5% | -29.3% |
| 3M | -11.7% | +5.4% | -17.2% | -12.8% |
| 6M | +29.0% | +14.3% | +14.7% | +24.5% |
| YTD | +3.4% | +69.4% | -66.1% | -9.7% |
| 1Y | -4.2% | +72.4% | -76.6% | -16.8% |
| 3Y | -12.8% | +58.4% | -71.2% | -25.2% |
| All | -36.6% | +107.0% | -143.6% | -51.8% |
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