+189.8%
BP vs OVV
+158.7%
+31.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.4% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -3.1% | -2.5% | -0.6% | -2.2% |
| 3M | +6.2% | +0.5% | +5.7% | +5.9% |
| 6M | +4.8% | +8.5% | -3.7% | +1.7% |
| YTD | +35.2% | +64.5% | -29.3% | +12.6% |
| 1Y | +27.4% | +64.7% | -37.3% | +6.0% |
| 3Y | +49.8% | +54.1% | -4.4% | +24.3% |
| 5Y | +109.4% | +95.4% | +14.0% | +50.6% |
| 10Y | +135.7% | +54.9% | +80.8% | +24.0% |
| All | +189.8% | +158.7% | +31.0% | -21.5% |
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