-33.9%
BAX vs OVV
+48.9%
-82.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | -10.7% | +19.8% | +10.0% |
| 30D | +8.5% | -5.3% | +13.8% | +8.8% |
| 3M | -4.1% | +2.4% | -6.5% | -4.5% |
| 6M | +46.9% | +5.7% | +41.3% | +45.6% |
| YTD | +38.4% | +56.8% | -18.4% | +32.0% |
| 1Y | +47.0% | +59.3% | -12.3% | +39.9% |
| 3Y | -14.9% | +49.0% | -63.9% | -19.3% |
| 5Y | -62.5% | +88.1% | -150.6% | -65.6% |
| 10Y | -33.9% | +42.5% | -76.5% | -46.3% |
| All | -33.9% | +48.9% | -82.8% | -46.3% |
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