+82.3%
DT vs OVV
+233.6%
-151.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | -7.5% | -7.3% | -0.3% | -6.5% |
| 30D | -31.5% | -3.6% | -27.9% | -31.2% |
| 3M | -14.0% | -2.6% | -11.4% | -13.7% |
| 6M | +6.9% | +7.6% | -0.7% | +5.2% |
| YTD | +0.3% | +59.6% | -59.3% | -7.6% |
| 1Y | -6.9% | +62.2% | -69.1% | -14.6% |
| 3Y | -13.9% | +49.6% | -63.5% | -21.4% |
| 5Y | -39.9% | +98.9% | -138.9% | -48.3% |
| All | +82.3% | +233.6% | -151.3% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling