+520.8%
APP vs OVV
+193.6%
+327.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.6% |
| 7D | +48.9% | +1.2% | +47.7% | +48.2% |
| 30D | +49.4% | -2.5% | +52.0% | +49.2% |
| 3M | +27.0% | +0.5% | +26.5% | +25.4% |
| 6M | -15.4% | +8.5% | -23.9% | -19.4% |
| YTD | -39.9% | +64.5% | -104.4% | -50.4% |
| 1Y | -32.0% | +64.7% | -96.6% | -44.1% |
| 3Y | +824.3% | +54.1% | +770.2% | +660.3% |
| 5Y | +252.4% | +95.4% | +157.0% | +167.1% |
| All | +520.8% | +193.6% | +327.2% | +326.1% |
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