+45.1%
OVV vs DLTR
+84.2%
-39.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | -7.3% | +5.0% | -12.3% | -8.4% |
| 30D | -3.6% | +18.7% | -22.3% | -7.3% |
| 3M | -2.6% | +8.9% | -11.5% | -4.9% |
| 6M | +7.6% | +49.4% | -41.9% | -2.8% |
| YTD | +59.6% | +14.5% | +45.1% | +51.9% |
| 1Y | +62.2% | +32.5% | +29.7% | +48.5% |
| 3Y | +49.6% | +23.4% | +26.2% | +34.4% |
| 5Y | +98.9% | +26.2% | +72.8% | +74.7% |
| 10Y | +45.1% | +82.4% | -37.3% | +9.9% |
| All | +45.1% | +84.2% | -39.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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