+297.5%
AVGO vs OVV
+57.6%
+239.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +5.1% |
| 7D | +25.0% | +6.5% | +18.4% | +23.4% |
| 30D | +2.0% | -2.7% | +4.6% | +2.3% |
| 3M | -12.3% | +3.1% | -15.4% | -13.3% |
| 6M | -12.8% | +12.8% | -25.6% | -16.1% |
| YTD | +5.9% | +68.1% | -62.3% | -11.1% |
| 1Y | +3.3% | +73.6% | -70.3% | -14.4% |
| All | +297.5% | +57.6% | +239.9% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling