+142.2%
BP vs OVV
+58.9%
+83.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +3.8% | +8.0% | -4.2% | +1.1% |
| 30D | -5.3% | -2.0% | -3.3% | -4.6% |
| 3M | +9.3% | +5.4% | +3.8% | +7.3% |
| 6M | +7.2% | +14.3% | -7.0% | +2.5% |
| YTD | +38.0% | +69.4% | -31.4% | +15.6% |
| 1Y | +33.2% | +72.4% | -39.2% | +10.8% |
| 3Y | +50.3% | +58.4% | -8.1% | +25.7% |
| 5Y | +114.1% | +106.1% | +8.0% | +57.5% |
| All | +142.2% | +58.9% | +83.3% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling