-63.3%
BAX vs OVV
+104.2%
-167.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.6% |
| 7D | -0.6% | +1.2% | -1.8% | -0.7% |
| 30D | +6.3% | -2.5% | +8.8% | +6.3% |
| 3M | -4.6% | +0.5% | -5.1% | -5.0% |
| 6M | +50.4% | +8.5% | +41.9% | +47.8% |
| YTD | +38.0% | +64.5% | -26.4% | +27.1% |
| 1Y | +44.6% | +64.7% | -20.1% | +33.0% |
| 3Y | -15.1% | +54.1% | -69.3% | -22.7% |
| 5Y | -63.3% | +95.4% | -158.7% | -67.0% |
| All | -63.3% | +104.2% | -167.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling