+446.2%
APP vs OVV
+181.8%
+264.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.9% | +33.9% | +31.7% |
| 7D | +39.7% | -14.9% | +54.6% | +44.9% |
| 30D | +27.7% | -0.9% | +28.7% | +26.9% |
| 3M | -14.8% | +5.6% | -20.3% | -17.4% |
| 6M | -25.5% | -2.5% | -23.0% | -26.9% |
| YTD | -47.2% | +57.8% | -105.0% | -55.9% |
| 1Y | -42.3% | +70.1% | -112.4% | -53.3% |
| 3Y | +806.8% | +35.1% | +771.7% | +671.0% |
| 5Y | +261.6% | +86.1% | +175.6% | +176.9% |
| All | +446.2% | +181.8% | +264.4% | +278.8% |
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