+171.6%
OVV vs DD
+384.6%
-213.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +0.3% | -3.5% | +3.8% | +2.4% |
| 30D | +11.7% | -10.3% | +22.0% | +18.8% |
| 3M | +9.8% | -7.5% | +17.3% | +13.8% |
| 6M | +26.6% | -8.0% | +34.6% | +28.9% |
| YTD | +67.0% | +10.5% | +56.6% | +51.3% |
| 1Y | +55.9% | +38.3% | +17.7% | +21.6% |
| 3Y | +45.5% | +42.5% | +3.0% | +9.1% |
| 5Y | +157.3% | +60.2% | +97.2% | +79.1% |
| 10Y | +65.0% | +68.9% | -3.9% | +25.4% |
| All | +171.6% | +384.6% | -213.0% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling