+503.8%
APP vs OVV
+200.2%
+303.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.3% |
| 7D | +10.6% | +6.5% | +4.0% | +8.8% |
| 30D | +44.6% | -2.7% | +47.2% | +44.5% |
| 3M | +29.6% | +3.1% | +26.5% | +27.0% |
| 6M | -19.8% | +12.8% | -32.6% | -24.4% |
| YTD | -41.6% | +68.1% | -109.7% | -52.1% |
| 1Y | -32.7% | +73.6% | -106.3% | -45.6% |
| 3Y | +799.0% | +57.6% | +741.4% | +635.3% |
| 5Y | +250.4% | +104.5% | +145.8% | +162.6% |
| All | +503.8% | +200.2% | +303.6% | +312.0% |
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