+27.4%
ADM vs OVV
+61.3%
-33.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -1.8% | -7.3% | +5.4% | +0.3% |
| 30D | -13.3% | -3.6% | -9.7% | -12.5% |
| 3M | -13.4% | -2.6% | -10.7% | -13.0% |
| 6M | -9.6% | +7.6% | -17.2% | -12.2% |
| YTD | +23.0% | +59.6% | -36.6% | +7.5% |
| 1Y | +27.4% | +62.2% | -34.8% | +10.2% |
| All | +27.4% | +61.3% | -33.9% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling