+1,104.1%
ADP vs OVV
+148.3%
+955.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +1.6% |
| 7D | +7.4% | -14.9% | +22.3% | +9.6% |
| 30D | +17.1% | -0.9% | +18.0% | +17.0% |
| 3M | +14.4% | +5.6% | +8.9% | +13.3% |
| 6M | +47.9% | -2.5% | +50.4% | +47.7% |
| YTD | +22.1% | +57.8% | -35.7% | +13.9% |
| 1Y | +21.8% | +70.1% | -48.3% | +12.3% |
| 3Y | +50.5% | +35.1% | +15.3% | +40.5% |
| 5Y | +49.6% | +86.1% | -36.5% | +29.3% |
| 10Y | +329.3% | +55.5% | +273.7% | +211.1% |
| All | +1,104.1% | +148.3% | +955.8% | +639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling