+39.6%
DUK vs OVV
+153.1%
-113.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | +0.7% | -3.7% | +4.4% | +0.8% |
| 30D | -2.0% | +8.0% | -10.0% | -2.3% |
| 3M | +0.2% | +11.3% | -11.1% | -0.1% |
| 6M | -6.9% | +24.0% | -30.9% | -7.5% |
| YTD | +6.1% | +65.3% | -59.2% | +4.5% |
| 1Y | +4.4% | +60.2% | -55.7% | +2.8% |
| 3Y | +49.1% | +46.9% | +2.2% | +46.4% |
| 5Y | +39.6% | +158.7% | -119.2% | +32.8% |
| All | +39.6% | +153.1% | -113.6% | +32.8% |
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