-35.6%
BAX vs OVV
+46.5%
-82.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | +3.6% | -7.3% | +10.9% | +4.3% |
| 30D | +8.5% | -3.6% | +12.1% | +8.7% |
| 3M | -4.9% | -2.6% | -2.2% | -4.9% |
| 6M | +47.0% | +7.6% | +39.4% | +45.4% |
| YTD | +38.4% | +59.6% | -21.2% | +31.8% |
| 1Y | +49.1% | +62.2% | -13.1% | +41.7% |
| 3Y | -14.9% | +49.6% | -64.5% | -19.3% |
| 5Y | -63.1% | +98.9% | -162.0% | -66.3% |
| 10Y | -35.6% | +45.1% | -80.7% | -47.9% |
| All | -35.6% | +46.5% | -82.1% | -47.9% |
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