-36.8%
BAX vs OVV
+50.1%
-86.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | +12.1% | -16.7% | +28.8% | +13.7% |
| 30D | +7.6% | -1.5% | +9.1% | +7.5% |
| 3M | -4.5% | +1.6% | -6.0% | -4.9% |
| 6M | +52.0% | +2.0% | +50.0% | +51.0% |
| YTD | +35.1% | +56.8% | -21.7% | +28.9% |
| 1Y | +43.7% | +64.8% | -21.1% | +36.4% |
| 3Y | -20.9% | +38.3% | -59.2% | -24.6% |
| 5Y | -63.5% | +84.9% | -148.4% | -66.5% |
| All | -36.8% | +50.1% | -86.9% | -48.9% |
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