+117.6%
DT vs OVV
+249.1%
-131.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 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% | +17.8% |
| 6M | +39.3% | +26.6% | +12.7% | +33.5% |
| YTD | +19.8% | +67.0% | -47.3% | +9.6% |
| 1Y | +4.3% | +55.9% | -51.6% | -3.8% |
| 3Y | +7.7% | +45.5% | -37.8% | -1.4% |
| 5Y | -26.8% | +157.3% | -184.2% | -39.1% |
| All | +117.6% | +249.1% | -131.5% | +29.4% |
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