+214.2%
ARM vs OVV
+44.7%
+169.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.4% |
| 7D | +19.8% | +6.5% | +13.3% | +17.8% |
| 30D | -21.8% | -2.7% | -19.1% | -21.3% |
| 3M | -26.5% | +3.1% | -29.7% | -27.7% |
| 6M | -3.9% | +12.8% | -16.7% | -9.4% |
| YTD | +82.8% | +68.1% | +14.6% | +39.9% |
| 1Y | +34.3% | +73.6% | -39.3% | +0.8% |
| 3Y | +282.2% | +57.6% | +224.6% | +173.7% |
| All | +214.2% | +44.7% | +169.5% | +128.8% |
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