-42.2%
AA vs OVV
+148.3%
-190.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -4.0% |
| 7D | -3.7% | -14.9% | +11.2% | +3.5% |
| 30D | -10.8% | -0.9% | -9.8% | -10.9% |
| 3M | -19.1% | +5.6% | -24.6% | -22.1% |
| 6M | -38.7% | -2.5% | -36.2% | -39.4% |
| YTD | -27.1% | +57.8% | -85.0% | -43.7% |
| 1Y | +8.3% | +70.1% | -61.7% | -19.5% |
| 3Y | +49.6% | +35.1% | +14.4% | +22.3% |
| 5Y | -15.5% | +86.1% | -101.6% | -43.1% |
| 10Y | +60.9% | +55.5% | +5.3% | -26.9% |
| All | -42.2% | +148.3% | -190.5% | -79.7% |
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