+55.9%
OVV vs DD
+41.5%
+14.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +0.3% | -3.5% | +3.8% | 0.0% |
| 30D | +11.7% | -10.3% | +22.0% | +10.9% |
| 3M | +9.8% | -7.5% | +17.3% | +9.3% |
| 6M | +26.6% | -8.0% | +34.6% | +26.9% |
| YTD | +67.0% | +10.5% | +56.6% | +64.8% |
| 1Y | +55.9% | +38.3% | +17.7% | +52.0% |
| All | +55.9% | +41.5% | +14.4% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling