+54.7%
OVV vs DGX
+255.3%
-200.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | +0.8% | -1.2% | +1.9% | +1.0% |
| 3M | +13.3% | +15.8% | -2.5% | +8.8% |
| 6M | +16.9% | +18.2% | -1.3% | +11.3% |
| YTD | +64.3% | +37.2% | +27.1% | +49.6% |
| 1Y | +54.2% | +30.4% | +23.8% | +42.2% |
| 3Y | +51.3% | +96.7% | -45.4% | +21.2% |
| 5Y | +154.3% | +67.2% | +87.1% | +111.0% |
| All | +54.7% | +255.3% | -200.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling