+48.7%
ADP vs OVV
+107.0%
-58.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +2.2% | +8.0% | -5.9% | +1.2% |
| 30D | +10.6% | -2.0% | +12.6% | +10.7% |
| 3M | +12.9% | +5.4% | +7.5% | +11.9% |
| 6M | +50.6% | +14.3% | +36.4% | +47.5% |
| YTD | +23.2% | +69.4% | -46.2% | +14.2% |
| 1Y | +25.3% | +72.4% | -47.1% | +15.8% |
| 3Y | +47.1% | +58.4% | -11.3% | +34.6% |
| All | +48.7% | +107.0% | -58.3% | +26.4% |
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 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