-25.0%
AA vs OVV
+162.8%
-187.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.3% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +5.0% | +11.7% | -6.7% | -0.6% |
| 3M | -35.8% | +9.8% | -45.6% | -39.1% |
| 6M | -18.4% | +26.6% | -45.0% | -28.6% |
| YTD | -5.5% | +67.0% | -72.5% | -28.1% |
| 1Y | +61.0% | +55.9% | +5.0% | +25.4% |
| 3Y | +66.2% | +45.5% | +20.7% | +31.8% |
| 5Y | +11.4% | +157.3% | -146.0% | -35.0% |
| 10Y | +116.9% | +65.0% | +51.9% | -4.5% |
| All | -25.0% | +162.8% | -187.8% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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