-8.1%
BROS vs OVV
+150.5%
-158.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -6.0% | -4.3% |
| 7D | -2.5% | +6.5% | -9.0% | -4.0% |
| 30D | -11.2% | -2.7% | -8.6% | -10.8% |
| 3M | -33.9% | +3.1% | -37.1% | -34.7% |
| 6M | -33.5% | +12.8% | -46.3% | -36.4% |
| YTD | -44.9% | +68.1% | -113.1% | -53.8% |
| 1Y | -41.5% | +73.6% | -115.1% | -51.6% |
| 3Y | +22.4% | +57.6% | -35.1% | +0.8% |
| 5Y | -45.7% | +104.5% | -150.2% | -57.5% |
| All | -8.1% | +150.5% | -158.6% | +6.2% |
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 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