-26.7%
DT vs OVV
+160.2%
-186.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | +2.0% | +11.7% | -9.7% | -0.3% |
| 3M | +20.0% | +9.8% | +10.2% | +17.0% |
| 6M | +39.3% | +26.6% | +12.7% | +31.1% |
| YTD | +19.8% | +67.0% | -47.3% | +5.4% |
| 1Y | +4.3% | +55.9% | -51.6% | -7.2% |
| 3Y | +7.7% | +45.5% | -37.8% | -5.6% |
| All | -26.7% | +160.2% | -186.8% | -40.9% |
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