+20.7%
ABT vs OVV
+58.8%
-38.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -1.3% | +8.0% | -9.3% | -1.3% |
| 30D | +6.0% | -2.0% | +8.1% | +6.0% |
| 3M | -1.9% | +5.4% | -7.3% | -2.0% |
| 6M | +31.2% | +14.3% | +16.9% | +30.7% |
| YTD | -11.2% | +69.4% | -80.7% | -12.6% |
| 1Y | -14.0% | +72.4% | -86.3% | -15.3% |
| 3Y | +20.7% | +58.4% | -37.7% | +16.8% |
| All | +20.7% | +58.8% | -38.1% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling