I think they are supposed to be yours (there is some controversy about an ebook being a product or a service, and I'm not sure what the verdict is). However, as long as there is drm on the book, you really depend on the publisher and/or the seller. If the format, or the specific brand of drm is at some point in time no longer supported, you might not be able to access your ebooks. Likewise, many ebook stores don't let you download your bought ebooks an unlimited number of times, so backing up is highly recommended.
One step of backing up is just saving in one or more places on your hard drive(s). That means you can keep the files, but you are not absolutely sure that you will be able to open them in the future.
De-drm-ing is the only safe way to keep your ebooks yours, but it is legally questionable.
All in all it's a complicated topic
