+54.2%
DUK vs OVV
+104.2%
-49.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.2% | -0.2% |
| 7D | -0.6% | +1.2% | -1.9% | -0.7% |
| 30D | +9.4% | -2.5% | +11.9% | +9.4% |
| 3M | +5.4% | +0.5% | +5.0% | +5.4% |
| 6M | +4.9% | +8.5% | -3.6% | +4.6% |
| YTD | +12.7% | +64.5% | -51.7% | +10.9% |
| 1Y | +7.8% | +64.7% | -56.9% | +6.0% |
| 3Y | +63.3% | +54.1% | +9.2% | +59.9% |
| 5Y | +54.2% | +95.4% | -41.2% | +50.5% |
| All | +54.2% | +104.2% | -49.9% | +50.5% |
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