+185.6%
OVV vs DUOL
+16.9%
+168.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.2% |
| 7D | +8.0% | +3.0% | +5.0% | +7.7% |
| 30D | -2.0% | +18.3% | -20.3% | -4.4% |
| 3M | +5.4% | +14.7% | -9.3% | +2.9% |
| 6M | +14.3% | +57.5% | -43.2% | +6.4% |
| YTD | +69.4% | -5.8% | +75.2% | +67.3% |
| 1Y | +72.4% | -11.4% | +83.8% | +71.4% |
| 3Y | +58.4% | -22.5% | +80.9% | +54.8% |
| 5Y | +106.1% | +6.6% | +99.5% | +67.0% |
| All | +185.6% | +16.9% | +168.7% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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