+30.1%
BAX vs OVV
+151.1%
-121.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | +3.6% | -7.3% | +10.9% | +4.4% |
| 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% | +45.1% |
| YTD | +38.4% | +59.6% | -21.2% | +30.6% |
| 1Y | +49.1% | +62.2% | -13.1% | +40.3% |
| 3Y | -14.9% | +49.6% | -64.5% | -20.1% |
| 5Y | -63.1% | +98.9% | -162.0% | -67.2% |
| 10Y | -35.6% | +45.1% | -80.7% | -48.7% |
| All | +30.1% | +151.1% | -121.0% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling