+55.4%
OVV vs DTE
+141.0%
-85.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.3% |
| 7D | -2.9% | -2.0% | -0.9% | -1.5% |
| 30D | +0.9% | -2.4% | +3.3% | +2.5% |
| 3M | +11.0% | -7.3% | +18.3% | +16.8% |
| 6M | +22.3% | -7.6% | +29.9% | +27.9% |
| YTD | +65.1% | +5.8% | +59.3% | +55.4% |
| 1Y | +53.1% | +2.3% | +50.8% | +47.0% |
| 3Y | +46.7% | +45.0% | +1.7% | +2.8% |
| 5Y | +155.5% | +33.2% | +122.3% | +86.3% |
| All | +55.4% | +141.0% | -85.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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