+316.8%
ADP vs OVV
+50.1%
+266.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +3.2% | -16.7% | +19.9% | +5.4% |
| 30D | +14.9% | -1.5% | +16.4% | +15.0% |
| 3M | +11.6% | +1.6% | +10.1% | +11.2% |
| 6M | +48.5% | +2.0% | +46.4% | +47.5% |
| YTD | +20.6% | +56.8% | -36.2% | +13.6% |
| 1Y | +23.7% | +64.8% | -41.1% | +15.7% |
| 3Y | +47.8% | +38.3% | +9.5% | +38.8% |
| 5Y | +47.7% | +84.9% | -37.2% | +30.6% |
| All | +316.8% | +50.1% | +266.8% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling