+155.0%
OVV vs DD
+439.6%
-284.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | -16.7% | +4.6% | -21.3% | -19.2% |
| 30D | -1.5% | +11.8% | -13.3% | -8.3% |
| 3M | +1.6% | +2.2% | -0.6% | -0.7% |
| 6M | +2.0% | -1.6% | +3.7% | +0.7% |
| YTD | +56.8% | +23.0% | +33.8% | +32.3% |
| 1Y | +64.8% | +26.9% | +37.9% | +36.2% |
| 3Y | +38.3% | +77.9% | -39.6% | -9.7% |
| 5Y | +84.9% | +59.9% | +25.0% | +28.3% |
| 10Y | +54.5% | +90.1% | -35.5% | +8.7% |
| All | +155.0% | +439.6% | -284.6% | +10.7% |
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 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