+158.7%
OVV vs DTE
+35.6%
+123.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -3.7% | +0.9% | -4.6% | -4.0% |
| 30D | +8.0% | -1.9% | +9.9% | +8.6% |
| 3M | +11.3% | -3.3% | +14.6% | +12.4% |
| 6M | +24.0% | -7.1% | +31.1% | +26.6% |
| YTD | +65.3% | +8.1% | +57.2% | +59.0% |
| 1Y | +60.2% | +5.3% | +54.9% | +55.2% |
| 3Y | +46.9% | +48.2% | -1.2% | +21.5% |
| 5Y | +158.7% | +33.2% | +125.5% | +134.4% |
| All | +158.7% | +35.6% | +123.1% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling