+30.9%
BLK vs OVV
+149.9%
-119.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -5.2% | -2.9% | -2.3% | -4.7% |
| 30D | -7.0% | +0.9% | -7.9% | -7.3% |
| 3M | +5.7% | +11.0% | -5.4% | +3.3% |
| 6M | +11.0% | +22.3% | -11.3% | +5.7% |
| YTD | +0.9% | +65.1% | -64.2% | -10.0% |
| 1Y | -1.6% | +53.1% | -54.7% | -11.2% |
| 3Y | +64.5% | +46.7% | +17.8% | +45.7% |
| 5Y | +30.9% | +155.5% | -124.6% | -2.2% |
| All | +30.9% | +149.9% | -119.1% | -2.2% |
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