+158.7%
OVV vs DVA
+38.1%
+120.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -3.7% | +2.2% | -6.0% | -4.1% |
| 30D | +8.0% | -2.0% | +10.0% | +8.3% |
| 3M | +11.3% | -6.3% | +17.5% | +12.1% |
| 6M | +24.0% | +19.4% | +4.6% | +19.3% |
| YTD | +65.3% | +58.5% | +6.8% | +49.5% |
| 1Y | +60.2% | +33.9% | +26.3% | +49.5% |
| 3Y | +46.9% | +88.4% | -41.5% | +25.2% |
| 5Y | +158.7% | +39.5% | +119.2% | +146.4% |
| All | +158.7% | +38.1% | +120.7% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling