-3.3%
AWK vs OVV
+107.0%
-110.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +0.1% | +8.0% | -7.9% | +0.1% |
| 30D | +14.3% | -2.0% | +16.3% | +14.3% |
| 3M | +10.3% | +5.4% | +4.9% | +10.2% |
| 6M | +18.9% | +14.3% | +4.7% | +18.8% |
| YTD | +17.7% | +69.4% | -51.7% | +16.9% |
| 1Y | +16.9% | +72.4% | -55.5% | +16.0% |
| 3Y | +32.2% | +58.4% | -26.2% | +30.8% |
| All | -3.3% | +107.0% | -110.2% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling