+98.3%
AGG vs OVV
+123.1%
-24.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | 0.0% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | -0.4% | +11.7% | -12.1% | -0.3% |
| 3M | -0.7% | +9.8% | -10.5% | -0.6% |
| 6M | -1.5% | +26.6% | -28.1% | -1.5% |
| YTD | -0.3% | +67.0% | -67.3% | -0.1% |
| 1Y | +1.3% | +55.9% | -54.6% | +1.4% |
| 3Y | +13.2% | +45.5% | -32.3% | +13.4% |
| 5Y | -1.4% | +157.3% | -158.8% | -1.1% |
| 10Y | +14.9% | +65.0% | -50.1% | +14.7% |
| All | +98.3% | +123.1% | -24.8% | +92.6% |
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