+391.7%
APP vs OVV
+198.2%
+193.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +4.0% | +2.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -23.3% | +11.7% | -35.0% | -26.0% |
| 3M | -42.6% | +9.8% | -52.4% | -44.8% |
| 6M | -33.6% | +26.6% | -60.2% | -39.5% |
| YTD | -52.4% | +67.0% | -119.5% | -60.5% |
| 1Y | -35.9% | +55.9% | -91.8% | -45.9% |
| 3Y | +642.2% | +45.5% | +596.7% | +523.6% |
| 5Y | +311.1% | +157.3% | +153.7% | +199.7% |
| All | +391.7% | +198.2% | +193.4% | +239.6% |
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