+447.5%
DUK vs OVV
+162.8%
+284.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.8% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -1.7% | +11.7% | -13.4% | -2.6% |
| 3M | -0.4% | +9.8% | -10.2% | -1.3% |
| 6M | -7.2% | +26.6% | -33.8% | -9.3% |
| YTD | +5.3% | +67.0% | -61.8% | +0.6% |
| 1Y | +3.0% | +55.9% | -53.0% | -1.3% |
| 3Y | +53.1% | +45.5% | +7.6% | +45.7% |
| 5Y | +37.9% | +157.3% | -119.4% | +21.6% |
| 10Y | +124.8% | +65.0% | +59.8% | +77.2% |
| All | +447.5% | +162.8% | +284.7% | +114.6% |
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