-33.1%
BAX vs OVV
+58.9%
-92.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +0.1% | +8.0% | -8.0% | -0.6% |
| 30D | +4.1% | -2.0% | +6.1% | +4.1% |
| 3M | -4.5% | +5.4% | -10.0% | -5.2% |
| 6M | +49.2% | +14.3% | +35.0% | +46.9% |
| YTD | +35.2% | +69.4% | -34.2% | +28.1% |
| 1Y | +38.3% | +72.4% | -34.1% | +30.8% |
| 3Y | -19.0% | +58.4% | -77.4% | -23.6% |
| 5Y | -64.2% | +106.1% | -170.3% | -67.4% |
| All | -33.1% | +58.9% | -92.0% | -46.0% |
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