+27.2%
BAX vs OVV
+162.8%
-135.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -5.5% | +11.7% | -17.2% | -6.6% |
| 3M | +33.5% | +9.8% | +23.7% | +31.9% |
| 6M | +35.9% | +26.6% | +9.3% | +31.8% |
| YTD | +35.4% | +67.0% | -31.7% | +27.4% |
| 1Y | +9.8% | +55.9% | -46.2% | +3.9% |
| 3Y | -32.7% | +45.5% | -78.2% | -36.6% |
| 5Y | -65.6% | +157.3% | -222.9% | -70.1% |
| 10Y | -34.9% | +65.0% | -99.9% | -49.0% |
| All | +27.2% | +162.8% | -135.6% | -33.6% |
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