+137.9%
APA vs OVV
+148.3%
-10.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.3% |
| 7D | -15.6% | -14.9% | -0.7% | -5.2% |
| 30D | -0.9% | -0.9% | 0.0% | 0.0% |
| 3M | +26.1% | +5.6% | +20.5% | +22.1% |
| 6M | +6.1% | -2.5% | +8.6% | +9.3% |
| YTD | +82.8% | +57.8% | +25.0% | +35.6% |
| 1Y | +106.5% | +70.1% | +36.4% | +45.5% |
| 3Y | +21.9% | +35.1% | -13.3% | +2.9% |
| 5Y | +69.7% | +86.1% | -16.4% | +13.6% |
| 10Y | 0.0% | +55.5% | -55.5% | -47.7% |
| All | +137.9% | +148.3% | -10.4% | -31.8% |
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 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