+106.0%
OVV vs DD
+67.2%
+38.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +8.0% | +5.0% | +3.1% | +5.2% |
| 30D | -2.0% | +19.7% | -21.7% | -11.5% |
| 3M | +5.4% | +7.2% | -1.8% | +0.8% |
| 6M | +14.3% | +1.0% | +13.2% | +11.8% |
| YTD | +69.4% | +29.1% | +40.3% | +38.6% |
| 1Y | +72.4% | +28.5% | +43.9% | +41.3% |
| 3Y | +58.4% | +89.4% | -31.1% | -6.4% |
| All | +106.0% | +67.2% | +38.7% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling