+167.5%
OVV vs DVA
+2,082.8%
-1,915.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | +2.3% |
| 7D | +1.2% | -4.8% | +6.0% | +2.7% |
| 30D | -2.5% | +0.9% | -3.5% | -3.4% |
| 3M | +0.5% | +2.9% | -2.4% | -1.3% |
| 6M | +8.5% | -7.8% | +16.2% | +9.4% |
| YTD | +64.5% | +61.5% | +2.9% | +33.4% |
| 1Y | +64.7% | +50.1% | +14.6% | +37.0% |
| 3Y | +54.1% | +121.1% | -67.0% | +7.2% |
| 5Y | +95.4% | +72.9% | +22.5% | +40.0% |
| 10Y | +54.9% | +208.2% | -153.3% | -12.3% |
| All | +167.5% | +2,082.8% | -1,915.3% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling