+50.5%
OVV vs DVA
+85.7%
-35.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +0.3% | +1.8% | -1.6% | +0.1% |
| 30D | +11.7% | -2.5% | +14.2% | +11.9% |
| 3M | +9.8% | -4.3% | +14.1% | +10.3% |
| 6M | +26.6% | +18.9% | +7.7% | +24.7% |
| YTD | +67.0% | +61.9% | +5.1% | +57.5% |
| 1Y | +55.9% | +35.7% | +20.2% | +50.0% |
| All | +50.5% | +85.7% | -35.2% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling