+127.0%
BP vs OVV
+46.5%
+80.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -6.3% | -7.3% | +0.9% | -3.9% |
| 30D | -3.6% | -3.6% | 0.0% | -2.4% |
| 3M | +5.2% | -2.6% | +7.9% | +6.2% |
| 6M | +5.3% | +7.6% | -2.3% | +2.8% |
| YTD | +33.1% | +59.6% | -26.5% | +13.8% |
| 1Y | +26.3% | +62.2% | -35.9% | +7.3% |
| 3Y | +47.5% | +49.6% | -2.1% | +25.8% |
| 5Y | +106.2% | +98.9% | +7.2% | +53.6% |
| 10Y | +127.0% | +45.1% | +81.8% | +25.8% |
| All | +127.0% | +46.5% | +80.4% | +25.8% |
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