+56.5%
OVV vs DVA
+186.3%
-129.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -3.8% | +2.0% | -5.8% | -4.3% |
| 30D | +1.3% | -0.4% | +1.6% | +1.3% |
| 3M | +14.3% | -7.7% | +22.0% | +16.1% |
| 6M | +21.1% | +20.0% | +1.2% | +12.7% |
| YTD | +66.0% | +61.1% | +4.9% | +39.6% |
| 1Y | +59.3% | +33.9% | +25.4% | +41.5% |
| 3Y | +47.6% | +91.5% | -44.0% | +11.4% |
| 5Y | +162.0% | +41.8% | +120.2% | +112.9% |
| 10Y | +56.5% | +187.5% | -131.0% | +1.7% |
| All | +56.5% | +186.3% | -129.8% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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