-34.2%
OVV vs DG
+606.1%
-640.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +0.3% | +8.4% | -8.1% | -0.6% |
| 30D | +11.7% | +4.9% | +6.8% | +11.1% |
| 3M | +9.8% | +29.3% | -19.5% | +6.5% |
| 6M | +26.6% | -11.3% | +37.8% | +27.8% |
| YTD | +67.0% | +1.8% | +65.3% | +65.9% |
| 1Y | +55.9% | +25.3% | +30.6% | +50.5% |
| 3Y | +45.5% | +9.1% | +36.4% | +39.7% |
| 5Y | +157.3% | -34.9% | +192.2% | +168.1% |
| 10Y | +65.0% | +108.2% | -43.2% | +39.9% |
| All | -34.2% | +606.1% | -640.3% | -61.5% |
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