+174.6%
ARM vs OVV
+34.9%
+139.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.4% | +4.9% |
| 7D | -15.2% | -16.7% | +1.4% | -11.1% |
| 30D | -40.7% | -1.5% | -39.2% | -40.6% |
| 3M | -39.1% | +1.6% | -40.7% | -40.1% |
| 6M | -26.4% | +2.0% | -28.4% | -28.4% |
| YTD | +59.7% | +56.8% | +2.9% | +24.5% |
| 1Y | +10.3% | +64.8% | -54.5% | -16.6% |
| 3Y | +228.9% | +38.3% | +190.6% | +143.4% |
| All | +174.6% | +34.9% | +139.7% | +103.7% |
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