+154.9%
OVV vs DVA
+2,107.1%
-1,952.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.9% |
| 7D | -10.7% | -0.1% | -10.6% | -10.9% |
| 30D | -5.3% | +3.5% | -8.8% | -6.8% |
| 3M | +2.4% | +1.0% | +1.4% | +1.2% |
| 6M | +5.7% | -6.6% | +12.3% | +6.2% |
| YTD | +56.8% | +63.3% | -6.6% | +26.8% |
| 1Y | +59.3% | +50.0% | +9.3% | +32.6% |
| 3Y | +49.0% | +120.1% | -71.1% | +3.9% |
| 5Y | +88.1% | +73.7% | +14.4% | +34.7% |
| 10Y | +42.5% | +212.7% | -170.2% | -19.6% |
| All | +154.9% | +2,107.1% | -1,952.1% | -15.7% |
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 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