-0.1%
APA vs OVV
+46.5%
-46.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | -0.1% |
| 7D | -5.5% | -7.3% | +1.7% | 0.0% |
| 30D | -1.2% | -3.6% | +2.4% | +1.8% |
| 3M | +10.6% | -2.6% | +13.2% | +13.3% |
| 6M | +28.4% | +7.6% | +20.9% | +22.8% |
| YTD | +89.7% | +59.6% | +30.1% | +36.8% |
| 1Y | +90.6% | +62.2% | +28.4% | +35.9% |
| 3Y | +36.9% | +49.6% | -12.7% | +5.5% |
| 5Y | +83.2% | +98.9% | -15.7% | +13.1% |
| 10Y | -0.1% | +45.1% | -45.3% | -55.8% |
| All | -0.1% | +46.5% | -46.6% | -55.8% |
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