+486.5%
DUK vs OVV
+158.7%
+327.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.2% | -0.4% |
| 7D | -0.6% | +1.2% | -1.9% | -0.7% |
| 30D | +9.4% | -2.5% | +11.9% | +9.6% |
| 3M | +5.4% | +0.5% | +5.0% | +5.3% |
| 6M | +4.9% | +8.5% | -3.6% | +3.9% |
| YTD | +12.7% | +64.5% | -51.7% | +7.7% |
| 1Y | +7.8% | +64.7% | -56.9% | +2.9% |
| 3Y | +63.3% | +54.1% | +9.2% | +54.6% |
| 5Y | +54.2% | +95.4% | -41.2% | +39.5% |
| 10Y | +156.8% | +54.9% | +101.9% | +104.5% |
| All | +486.5% | +158.7% | +327.7% | +129.8% |
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 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