+27.0%
BAX vs OVV
+146.7%
-119.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | +12.1% | -16.7% | +28.8% | +14.1% |
| 30D | +7.6% | -1.5% | +9.1% | +7.6% |
| 3M | -4.5% | +1.6% | -6.0% | -4.9% |
| 6M | +52.0% | +2.0% | +50.0% | +50.8% |
| YTD | +35.1% | +56.8% | -21.7% | +27.7% |
| 1Y | +43.7% | +64.8% | -21.1% | +35.0% |
| 3Y | -20.9% | +38.3% | -59.2% | -25.2% |
| 5Y | -63.5% | +84.9% | -148.4% | -67.3% |
| 10Y | -36.0% | +54.5% | -90.5% | -49.5% |
| All | +27.0% | +146.7% | -119.7% | -33.4% |
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