+190.2%
B vs OVV
+61.5%
+128.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +9.4% | +11.7% | -2.3% | +8.6% |
| 3M | +5.0% | +9.8% | -4.8% | +4.2% |
| 6M | -3.5% | +26.6% | -30.1% | -5.4% |
| YTD | +4.5% | +67.0% | -62.6% | +0.4% |
| 1Y | +67.8% | +55.9% | +11.9% | +61.9% |
| 3Y | +196.7% | +45.5% | +151.2% | +185.4% |
| 5Y | +151.9% | +157.3% | -5.4% | +134.8% |
| All | +190.2% | +61.5% | +128.6% | +145.6% |
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 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