+500.0%
APP vs OVV
+180.0%
+320.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.0% |
| 7D | +71.2% | -16.7% | +87.9% | +78.6% |
| 30D | +39.1% | -1.5% | +40.6% | +38.3% |
| 3M | +16.5% | +1.6% | +15.0% | +14.4% |
| 6M | -16.6% | +2.0% | -18.6% | -19.2% |
| YTD | -41.9% | +56.8% | -98.8% | -51.5% |
| 1Y | -37.0% | +64.8% | -101.9% | -48.5% |
| 3Y | +892.4% | +38.3% | +854.2% | +738.8% |
| 5Y | +297.3% | +84.9% | +212.4% | +204.6% |
| All | +500.0% | +180.0% | +320.0% | +316.8% |
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