-34.4%
BAX vs OVV
+61.5%
-95.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -5.5% | +11.7% | -17.2% | -6.4% |
| 3M | +33.5% | +9.8% | +23.7% | +32.2% |
| 6M | +35.9% | +26.6% | +9.3% | +32.4% |
| YTD | +35.4% | +67.0% | -31.7% | +28.7% |
| 1Y | +9.8% | +55.9% | -46.2% | +4.8% |
| 3Y | -32.7% | +45.5% | -78.2% | -36.0% |
| 5Y | -65.6% | +157.3% | -222.9% | -69.1% |
| All | -34.4% | +61.5% | -95.9% | -46.8% |
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 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