+173.4%
OVV vs DTE
+894.2%
-720.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +6.5% | +3.2% | +3.3% | +4.3% |
| 30D | -2.7% | +8.5% | -11.1% | -8.0% |
| 3M | +3.1% | +1.3% | +1.9% | +1.8% |
| 6M | +12.8% | -0.7% | +13.5% | +12.0% |
| YTD | +68.1% | +10.6% | +57.5% | +54.4% |
| 1Y | +73.6% | +2.6% | +71.0% | +67.5% |
| 3Y | +57.6% | +56.5% | +1.1% | +10.5% |
| 5Y | +104.5% | +46.7% | +57.8% | +46.7% |
| 10Y | +58.4% | +150.4% | -92.0% | -8.0% |
| All | +173.4% | +894.2% | -720.7% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling