+96.0%
AGG vs OVV
+124.5%
-28.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -0.6% |
| 7D | -1.4% | +6.5% | -8.0% | -1.4% |
| 30D | +0.9% | -2.7% | +3.6% | +0.9% |
| 3M | -1.2% | +3.1% | -4.4% | -1.2% |
| 6M | -1.4% | +12.8% | -14.2% | -1.4% |
| YTD | -1.4% | +68.1% | -69.5% | -1.2% |
| 1Y | -1.3% | +73.6% | -74.9% | -1.1% |
| 3Y | +13.8% | +57.6% | -43.8% | +13.9% |
| 5Y | -1.6% | +104.5% | -106.1% | -1.3% |
| 10Y | +16.3% | +58.4% | -42.1% | +16.1% |
| All | +96.0% | +124.5% | -28.5% | +90.5% |
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