+485.6%
DUK vs OVV
+164.5%
+321.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.3% |
| 7D | -1.1% | +6.5% | -7.7% | -1.7% |
| 30D | +8.8% | -2.7% | +11.5% | +8.9% |
| 3M | +5.0% | +3.1% | +1.9% | +4.6% |
| 6M | +4.6% | +12.8% | -8.2% | +3.3% |
| YTD | +12.6% | +68.1% | -55.6% | +7.4% |
| 1Y | +7.4% | +73.6% | -66.2% | +2.1% |
| 3Y | +63.1% | +57.6% | +5.5% | +54.2% |
| 5Y | +54.6% | +104.5% | -49.9% | +39.2% |
| 10Y | +156.5% | +58.4% | +98.1% | +103.9% |
| All | +485.6% | +164.5% | +321.1% | +129.1% |
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