+42.5%
OVV vs DD
+105.4%
-62.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -4.6% |
| 7D | -10.7% | +9.8% | -20.5% | -17.7% |
| 30D | -5.3% | +19.3% | -24.6% | -18.5% |
| 3M | +2.4% | +9.4% | -7.0% | -6.1% |
| 6M | +5.7% | +4.8% | +0.9% | -1.6% |
| YTD | +56.8% | +30.2% | +26.5% | +17.4% |
| 1Y | +59.3% | +32.2% | +27.1% | +17.4% |
| 3Y | +49.0% | +93.1% | -44.1% | -26.7% |
| 5Y | +88.1% | +68.0% | +20.1% | +2.7% |
| 10Y | +42.5% | +98.5% | -55.9% | -47.7% |
| All | +42.5% | +105.4% | -62.8% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling