-40.6%
ACN vs OVV
+160.2%
-200.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +9.4% | +11.7% | -2.4% | +7.7% |
| 3M | +5.6% | +9.8% | -4.1% | +4.1% |
| 6M | -9.3% | +26.6% | -35.8% | -12.4% |
| YTD | -29.0% | +67.0% | -96.0% | -34.1% |
| 1Y | -24.7% | +55.9% | -80.6% | -29.6% |
| 3Y | -39.8% | +45.5% | -85.3% | -44.4% |
| All | -40.6% | +160.2% | -200.8% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling