+2,106.6%
AVGO vs OVV
+48.9%
+2,057.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.8% |
| 7D | -9.9% | -16.7% | +6.7% | -7.2% |
| 30D | -22.0% | -1.5% | -20.5% | -21.9% |
| 3M | -30.0% | +1.6% | -31.6% | -30.5% |
| 6M | -30.7% | +2.0% | -32.8% | -31.5% |
| YTD | -14.7% | +56.8% | -71.5% | -22.3% |
| 1Y | -16.8% | +64.8% | -81.6% | -25.0% |
| 3Y | +244.4% | +38.3% | +206.2% | +215.4% |
| 5Y | +474.0% | +84.9% | +389.1% | +384.9% |
| All | +2,106.6% | +48.9% | +2,057.6% | +1,355.3% |
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