-38.2%
OVV vs DG
+628.1%
-666.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -10.7% | +0.7% | -11.4% | -10.9% |
| 30D | -5.3% | +7.4% | -12.7% | -6.2% |
| 3M | +2.4% | +8.5% | -6.1% | +1.3% |
| 6M | +5.7% | +21.9% | -16.2% | +2.9% |
| YTD | +56.8% | +4.9% | +51.8% | +54.8% |
| 1Y | +59.3% | +40.4% | +18.9% | +51.5% |
| 3Y | +49.0% | +23.5% | +25.5% | +40.2% |
| 5Y | +88.1% | -32.3% | +120.4% | +94.8% |
| 10Y | +42.5% | +119.3% | -76.8% | +20.0% |
| All | -38.2% | +628.1% | -666.3% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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